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

DOI10.5705/SS.202020.0333MaRDI QIDQ5089447OpenAlexFDO

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)

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

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