On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
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Publication:620556
DOI10.1214/09-AOS775zbMath1204.62141arXiv0904.3370OpenAlexW2086012759MaRDI QIDQ620556
Alexander G. Tartakovsky, Aleksey S. Polunchenko
Publication date: 19 January 2011
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0904.3370
Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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