A combined SR-CUSUM procedure for detecting common changes in panel data

DOI10.1080/03610926.2018.1494285OpenAlexW2900490325MaRDI QIDQ5076901FDOQ5076901

Authors: Yanhong Wu 

Publication date: 17 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1494285

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zbMATH Keywords

change-point detectionexponential familycommon changeShiryayev-Roberts processlocal score test

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Cites Work

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• On the quasi-stationary distribution of the Shiryaev-Roberts diffusion
• SUPPLEMENTARY SCORE TEST IN MIXTURE MODEL
• Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
• Large-Scale Multi-Stream Quickest Change Detection via Shrinkage Post-Change Estimation
• Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure

Cited In (10)

• Estimation of common change point and isolation of changed panels after sequential detection
• Common change-point estimation and changed panel isolation after sequential detection in an exponential family
• Bandit Change-Point Detection for Real-Time Monitoring High-Dimensional Data Under Sampling Control
• Sequential Common Change Detection and Isolation of Changed Panels in Panel Data
• Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes
• Sequential common change detection, isolation, and estimation in multiple Poisson processes
• Nonparametric Shiryaev-Roberts change-point detection procedures based on modified empirical likelihood
• Isolating changed panels and estimating common change point after sequential detection with FDR control
• Change-point detection in panel data via double CUSUM statistic
• Estimating restricted common structural changes for panel data

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