Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown
From MaRDI portal
Publication:2255832
DOI10.1007/s00180-012-0311-7zbMath1305.65073arXiv1212.6020OpenAlexW3103350951MaRDI QIDQ2255832
Niall M. Adams, Dimitris K. Tasoulis, Gordon J. Ross
Publication date: 18 February 2015
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.6020
Related Items (4)
Novel semi-metrics for multivariate change point analysis and anomaly detection ⋮ Exact change point detection with improved power in small‐sample binomial sequences ⋮ Equivalence relations and \(L^p\) distances between time series with application to the black summer Australian bushfires ⋮ A new measure between sets of probability distributions with applications to erratic financial behavior
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nonparametric control chart based on change-point model
- A survey of exact inference for contingency tables. With comments and a rejoinder by the author
- EWMA control charts for monitoring high-yield processes based on non-transformed observations
- A simple cumulative sum type statistic for the change-point problem with zero-one observations
- Testing and Locating Variance Changepoints with Application to Stock Prices
- Inference about the change-point in a sequence of binomial variables
- Procedures for Reacting to a Change in Distribution
- Run length distributions for estimated attributes charts
This page was built for publication: Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown