An extension of a change-point problem
DOI10.1080/02331880802395930zbMATH Open1278.62020OpenAlexW2042470423WikidataQ58322527 ScholiaQ58322527MaRDI QIDQ3396483FDOQ3396483
Authors: Albert Vexler, Chengqing Wu, Aiyi Liu, Brian W. Whitcomb, Enrique F. Schisterman 
Publication date: 18 September 2009
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880802395930
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classificationmartingaleCUSUM statisticslikelihood ratiochange-pointlimit of detectionmartingale transformsDoob decompositionShiryayev-Roberts statistics
Sequential statistical analysis (62L10) Compound decision problems in statistical decision theory (62C25)
Cites Work
- Title not available (Why is that?)
- Statistical Methods Related to the Law of the Iterated Logarithm
- CONTINUOUS INSPECTION SCHEMES
- Decision theoretic optimality of the cusum procedure
- Optimal detection of a change in distribution
- Tests for change-points with epidemic alternatives
- A simple cumulative sum type statistic for the change-point problem with zero-one observations
- Asymptotic theory of the likelihood ratio test for the identification of a mixture
- On tests for detecting change in mean
- Nonanticipating estimation applied to sequential analysis and changepoint detection
- A maximal inequality for nonnegative submartingales
- An application of the maximum likelihood test to the change-point problem
- Average run lengths of an optimal method of detecting a change in distribution
- Change point problems in the model of logistic regression
- On the average run length to false alarm in surveillance problems which possess an invariance structure
- Surveillance of a Simple Linear Regression
- A robust surveillance scheme for stochastically ordered alternatives
- A note on the run length of false alarm of a change-point detection policy
- Guaranteed testing for epidemic changes of a linear regression model
- A Martingale Approach to the Changepoint Problem
Cited In (7)
- The change-point problem for dependent observations
- Generalized Poisson integer-valued autoregressive processes with structural changes
- Retrospective Change Point Detection: From Parametric to Distribution Free Policies
- On the isotonic change-point problem
- Martingale Type Statistics Applied to Change Points Detection
- Density-based empirical likelihood ratio change point detection policies
- Change point problems in the model of logistic regression
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