Comments on: ``A note on optimal detection of a change in distribution, by Benjamin Yakir
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Publication:2500463
DOI10.1214/009053606000000362zbMath1113.62092arXivmath/0608046OpenAlexW2035857292MaRDI QIDQ2500463
Publication date: 24 August 2006
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0608046
Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)
Related Items (4)
Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time ⋮ On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution ⋮ Sequential change detection revisited ⋮ Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration
Cites Work
- Decision theoretic optimality of the cusum procedure
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- A note on optimal detection of a change in distribution
- On Optimum Methods in Quickest Detection Problems
- Procedures for Reacting to a Change in Distribution
- CONTINUOUS INSPECTION SCHEMES
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