A multiple hypothesis testing approach to detection changes in distribution

DOI10.3103/S1066530719020054MaRDI QIDQ2322948zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 29 August 2019

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1066530719020054

zbMATH Keywords

average detection delayBayes stopping timeCUSUM methodfalse alarm probabilitymultiple hypothesis testingstopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Recommendations

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Cites work

• A Bayes Approach to a Quality Control Model
• CONTINUOUS INSPECTION SCHEMES
• Detection of abrupt changes: theory and application
• scientific article; zbMATH DE number 3178062 (Why is no real title available?)
• scientific article; zbMATH DE number 3607222 (Why is no real title available?)
• On an Equation of Wald
• On Cumulative Sums of Random Variables
• On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
• On Optimum Methods in Quickest Detection Problems
• Optimal stopping times for detecting changes in distributions
• Optimality properties of the Shiryaev-Roberts procedure
• Procedures for Reacting to a Change in Distribution
• Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
• Sequential Tests of Statistical Hypotheses

Cited in

(10)

• Nonparametric detection of changepoints for sequentially observed data
• On an approach to the detection of multiple change-points in Bernoulli trials using the CTW predictor
• Nonparametric change-point detection for two populations
• scientific article; zbMATH DE number 1304169 (Why is no real title available?)
• Asymptotically Optimal Solutions in the Change-Point Problem
• Detection of changes of a multinomial process where the probability structure before and after the change is unknown
• A modified Spearman’s rho parameter-free test statistic for early detection of newly emerging phenomena
• Neural network based active fault diagnosis with a statistical test
• Improving the crossing-SIBTEST statistic for detecting non-uniform DIF
• Sequential change-point detection for mixing random sequences under composite hypotheses

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