Discussion on ``Sequential detection/isolation of abrupt changes by Igor V. Nikiforov

DOI10.1080/07474946.2016.1206366MaRDI QIDQ5890983zbMATH OpenOpenAlexFDO

Authors Michael Baron, S. Zacks

Publication date 28 October 2016

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2016.1206366

zbMATH Keywords

contaminationdetection delayfalse alarm ratelossminimax rulesBayes optimality

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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Cites work

• Average run lengths of an optimal method of detecting a change in distribution
• Procedures for Reacting to a Change in Distribution

Cited in

(8)

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• Discussion on ``Sequential detection/isolation of abrupt changes by Igor V. Nikiforov
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• Discussion on ``Sequential detection/isolation of abrupt changes by Igor V. Nikiforov
• Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund
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