Common change-point estimation and changed panel isolation after sequential detection in an exponential family

DOI10.1007/S42519-020-00134-3MaRDI QIDQ2223178zbMATH OpenOpenAlexWikidataFDO

Authors Wei Ning, Yanhong Wu

Publication date 28 January 2021

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s42519-020-00134-3

zbMATH Keywords

change-point detectionexponential familyCUSUM processcommon changeShiryayev-Roberts process

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Paired and multiple comparisons; multiple testing (62J15)

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Cites work

• scientific article; zbMATH DE number 720689 (Why is no real title available?)
• A combined SR-CUSUM procedure for detecting common changes in panel data
• Adaptive linear step-up procedures that control the false discovery rate
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• Distribution-free multiple testing
• Efficient scalable schemes for monitoring a large number of data streams
• Estimation of common change point and isolation of changed panels after sequential detection
• Inference for change point and post change means after a CUSUM test.
• Multiple hypothesis tests controlling generalized error rates for sequential data
• Optimal rates and trade-offs in multiple testing
• Optimal sequential detection in multi-stream data
• Quickest Detection of Dynamic Events in Networks
• Sequential Common Change Detection and Isolation of Changed Panels in Panel Data
• Sequential analysis. Tests and confidence intervals
• Sequential multi-sensor change-point detection
• Sequential multiple testing with generalized error control: an asymptotic optimality theory
• Sequential tests controlling generalized familywise error rates
• Supplementary score test for sparse signals in large-scale truncated one-sided sequential tests

Cited in

(3)

• Estimation of common change point and isolation of changed panels after sequential detection
• Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes
• Sequential common change detection, isolation, and estimation in multiple Poisson processes

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