On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution
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Publication:5267910
DOI10.1080/03610918.2015.1039131zbMath1364.62214arXiv1504.04722OpenAlexW2185884875MaRDI QIDQ5267910
Grigory Sokolov, Wenyu du, Aleksey S. Polunchenko
Publication date: 13 June 2017
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1504.04722
Applications of statistics in engineering and industry; control charts (62P30) Numerical methods for integral equations (65R20) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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Cites Work
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