Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences

DOI10.5705/SS.202020.0333OpenAlexW3174851629MaRDI QIDQ5089447FDOQ5089447

Authors: Dong Han, Fugee Tsung, Jinguo Xian, Miaomiao Yu 

Publication date: 19 July 2022

Published in: STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.13421

zbMATH Keywords

change-point detectionoptimal sequential testdependent observation sequence

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (4)

• The optimal CUSUM control chart with a dynamic non-random control limit and a given sampling strategy for small samples sequence
• An optimization method for change-point monitoring in finite samples sequence
• Robust online detection in serially correlated directed network
• Optimal sequential tests for detection of changes under finite measure space for finite sequences of networks

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