Sequential Common Change Detection and Isolation of Changed Panels in Panel Data

DOI10.1007/978-981-15-0864-6_20MaRDI QIDQ3305595zbMATH OpenOpenAlexFDO

Authors Yanhong Wu

Publication date 10 August 2020

Published in Stochastic Models in Reliability, Network Security and System Safety (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-981-15-0864-6_20

zbMATH Keywords

common changeCUSUM and SR procedurefalse discovery ratesequential detection

Mathematics Subject Classification ID

Computer system organization (68Mxx)

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Cites work

• A combined SR-CUSUM procedure for detecting common changes in panel data
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• Average run lengths of an optimal method of detecting a change in distribution
• Bias of estimator of change point detected by a CUSUM procedure
• Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich
• Efficient scalable schemes for monitoring a large number of data streams
• False Alarms and Sparse Change Segment Detection by Using a CUSUM Procedure
• Inference for change point and post change means after a CUSUM test.
• Inference for post-change mean by a CUSUM procedure
• Multiple hypothesis tests controlling generalized error rates for sequential data
• On the quasi-stationary distribution of the Shiryaev-Roberts diffusion
• Optimal sequential detection in multi-stream data
• Sequential analysis. Tests and confidence intervals
• Sequential multi-sensor change-point detection
• Sequential multiple testing with generalized error control: an asymptotic optimality theory
• Sequential tests controlling generalized familywise error rates
• Sequential tests of multiple hypotheses controlling type I and II familywise error rates
• Supplementary score test for sparse signals in large-scale truncated one-sided sequential tests
• SUPPLEMENTARY SCORE TEST IN MIXTURE MODEL

Cited in

(2)

• Common change-point estimation and changed panel isolation after sequential detection in an exponential family
• Estimating restricted common structural changes for panel data

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