An extension of a change-point problem
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Publication:3396483
DOI10.1080/02331880802395930zbMath1278.62020WikidataQ58322527 ScholiaQ58322527MaRDI QIDQ3396483
Albert Vexler, Enrique F. Schisterman, Chengqing Wu, Aiyi Liu, Brian W. Whitcomb
Publication date: 18 September 2009
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880802395930
classification; likelihood ratio; martingale; change-point; CUSUM statistics; limit of detection; martingale transforms; Doob decomposition; Shiryayev-Roberts statistics
62L10: Sequential statistical analysis
62C25: Compound decision problems in statistical decision theory
Related Items
Density-Based Empirical Likelihood Ratio Change Point Detection Policies, Retrospective Change Point Detection: From Parametric to Distribution Free Policies
Uses Software
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