Multiple Optimality Properties of the Shewhart Test

DOI10.1080/07474946.2014.916927zbMath1319.62185arXiv1401.3408MaRDI QIDQ5495764

George V. Moustakides

Publication date: 7 August 2014

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1401.3408

zbMATH Keywords

change detection; sequential detection; Shewhart test

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F15: Bayesian inference

60G40: Stopping times; optimal stopping problems; gambling theory

62L15: Optimal stopping in statistics

Related Items

Sequential detection of common transient signals in high dimensional data stream, Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test, Detecting an intermittent change of unknown duration

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