A fixed-size sample strategy for the sequential detection and isolation of non-orthogonal alterna\-tives

DOI10.1080/07474941003741144MaRDI QIDQ3578022zbMATH OpenOpenAlexFDO

Authors Igor Nikiforov, Lionel Fillatre

Publication date 13 July 2010

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474941003741144

zbMATH Keywords

repeated fixed-size sample testsequential change detection/isolationvariable structure systems

Mathematics Subject Classification ID

Statistical decision theory (62C99) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Optimal stopping in statistics (62L15)

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Cites work

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Cited in

(3)

• Sequential detection/isolation of abrupt changes
• Two strategies in the problem of change detection and isolation
• Discussion on ``Quickest detection problems: fifty years later by Albert N. Shiryaev

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