Nonparametric adaptive change point estimation and on line detection
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Publication:4500804
DOI10.1080/07474940008836437zbMATH Open0953.62030OpenAlexW1597681648MaRDI QIDQ4500804FDOQ4500804
Authors: Michael Baron 
Publication date: 7 December 2000
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940008836437
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Cites Work
- Optimal stopping times for detecting changes in distributions
- Nonparametric change-point estimation
- Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
- CONTINUOUS INSPECTION SCHEMES
- Decision theoretic optimality of the cusum procedure
- The problem of the Nile: Conditional solution to a changepoint problem
- Inference about the change-point in a sequence of random variables
- The asymptotic behavior of some nonparametric change-point estimators
- Confidence Sets in Change-Point Problems
- An efficient sequential nonparametric scheme for detecting a change of distribution
- Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
- Dynamic sampling policy for detecting a change in distribution, with a probability bound on false alarm
- Asymptotic behavior of confidence regions in the change-point problem
- A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown
Cited In (14)
- On sequential spectral analysis of amplitude-modulated time series
- On-line change-point detection (for state space models) using multi-process Kalman filters
- Adaptive sampling for detecting a change point in the past
- NEWMA: A New Method for Scalable Model-Free Online Change-Point Detection
- Automatic threshold determination for a local approach of change detection in long-term signal recordings
- A computationally efficient nonparametric approach for changepoint detection
- Title not available (Why is that?)
- Title not available (Why is that?)
- Semiparametric surveillance of monotonic changes
- Online change detection of Markov chains with unknown post-change transition probabilities
- On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn
- Properties and Use of the Shewhart Method and Its Followers
- Nonparametric tests and nested sequential sampling plans for change-point detection
- Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund
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