Sequential detection of a change in a normal mean when the initial value is unknown

mean average run length change-point problem likelihood ratio statistics sequential detection Monte Carlo experiments asymptotic formulas maximal invariant CUSUM test training sample asymptotic approximations group of transformations stopping rules independent normal variables

Mathematics Subject Classification ID

Sequential statistical analysis (62L10)

Cited In (25)

On the average run length to false alarm in surveillance problems which possess an invariance structure
Asymptotically Optimal Solutions in the Change-Point Problem
Guaranteed maximum likelihood splitting tests of a linear regression model
Using the generalized likelihood ratio statistic for sequential detection of a change-point
An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts
Guaranteed testing for epidemic changes of a linear regression model
Nonparametric control chart based on change-point model
Sequential change-point detection: computation versus statistical performance
Real-Time Regression Analysis of Streaming Clustered Data With Possible Abnormal Data Batches
Optimal changepoint tests for normal linear regression
A double recursion for calculating moments of the truncated normal distribution and its connection to change detection
Sequential change-point detection when unknown parameters are present in the pre-change distribution
A rule of thumb: run lengths to false alarm of many types of control charts run in parallel on dependent streams are asymptotically independent
Nonanticipating estimation applied to sequential analysis and changepoint detection
Is Average Run Length to False Alarm Always an Informative Criterion?
A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown
A Bayesian Approach to Sequential Surveillance in Exponential Families
False discovery rate approach to dynamic change detection
Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown
Set estimation and nonparametric detection.
Performance comparison of some likelihood ratio-based statistical surveillance methods
Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
Statistical Surveillance. Optimality and Methods
Bayesian change points analysis for earthquakes body wave magnitude
Detecting a change in regression: First-order optimality

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