Hybrid regions for post-change mean in a sequence of normal variables

DOI10.1080/00949650903264113zbMath1206.62021OpenAlexW2023797609MaRDI QIDQ3070635

Hokeun Sun

Publication date: 3 February 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650903264113

zbMATH Keywords

stopping timeCUSUM procedurechange point problemshybrid bootstrap

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bayesian inference (62F15) Order statistics; empirical distribution functions (62G30) Bootstrap, jackknife and other resampling methods (62F40) Optimal stopping in statistics (62L15)

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