An Optimal Retrospective Change Point Detection Policy
From MaRDI portal
Publication:3552972
DOI10.1111/j.1467-9469.2008.00636.xzbMath1189.62135MaRDI QIDQ3552972
Publication date: 22 April 2010
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.949.602
62F03: Parametric hypothesis testing
62L99: Sequential statistical methods
62L10: Sequential statistical analysis
Related Items
An empirical likelihood ratio based goodness-of-fit test for inverse Gaussian distributions, Bayesian empirical likelihood methods for quantile comparisons, Two-sample density-based empirical likelihood tests for incomplete data in application to a pneumonia study, Sufficient Reduction in Multivariate Surveillance, Simple and Exact Empirical Likelihood Ratio Tests for Normality Based on Moment Relations
Cites Work
- Optimal detection of a change in distribution
- Optimal stopping times for detecting changes in distributions
- On tests for detecting change in mean
- An application of the maximum likelihood test to the change-point problem
- 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
- Guaranteed testing for epidemic changes of a linear regression model
- A test for a change in a parameter occurring at an unknown point
- Martingale Type Statistics Applied to Change Points Detection
- Tests for a change-point
- A simple cumulative sum type statistic for the change-point problem with zero-one observations
- The Cusum Test with Ols Residuals
- A Martingale Approach to the Changepoint Problem
- Surveillance of a Simple Linear Regression
- Hypothesis Testing: From p Values to Bayes Factors
- Integrated Risk of Asymptotically Bayes Sequential Tests
- CONTINUOUS INSPECTION SCHEMES
- Unnamed Item
- Unnamed Item
- Unnamed Item
