Pages that link to "Item:Q808596"
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The following pages link to Sequential detection of a change in a normal mean when the initial value is unknown (Q808596):
Displaying 31 items.
- Truncated sequential change-point detection based on renewal counting processes. II (Q1011531) (← links)
- Nonparametric control chart based on change-point model (Q1019436) (← links)
- On the expected sample sizes of some power one tests for normal mean with unknown variance (Q1092573) (← links)
- Asymptotic properties for the sequential CUSUM procedure (Q1113593) (← links)
- Detecting a change in regression: First-order optimality (Q1583892) (← links)
- Delay time in sequential detection of change (Q1771296) (← links)
- On the average run length to false alarm in surveillance problems which possess an invariance structure (Q1807112) (← links)
- Using the generalized likelihood ratio statistic for sequential detection of a change-point (Q1895358) (← links)
- Optimal changepoint tests for normal linear regression (Q1906286) (← links)
- Asymptotic properties of CUSUM and Shiryaev's procedures for detecting a change in a nonhomogeneous Gaussian process (Q1909013) (← links)
- A double recursion for calculating moments of the truncated normal distribution and its connection to change detection (Q2283679) (← links)
- Sequential change-point detection when unknown parameters are present in the pre-change distribution (Q2493547) (← links)
- Guaranteed testing for epidemic changes of a linear regression model (Q2498761) (← links)
- Nonanticipating estimation applied to sequential analysis and changepoint detection (Q2569247) (← links)
- A rule of thumb: run lengths to false alarm of many types of control charts run in parallel on dependent streams are asymptotically independent (Q2656608) (← links)
- Set estimation and nonparametric detection. (Q2714929) (← links)
- An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts (Q2821016) (← links)
- Moving frames to test for change-points. Sequential and best tests (Q2847904) (← links)
- Performance comparison of some likelihood ratio-based statistical surveillance methods (Q3532714) (← links)
- Is Average Run Length to False Alarm Always an Informative Criterion? (Q3543501) (← links)
- Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple (Q3543508) (← links)
- Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (Q3578021) (← links)
- A Bayesian Approach to Sequential Surveillance in Exponential Families (Q3645020) (← links)
- A double sequential procedure for detecting a change in distribution (Q3809072) (← links)
- A generalized cusum procedure for sequential detection of change-point in a parametric family when the initial parameter is unknown (Q4342159) (← links)
- Statistical Surveillance. Optimality and Methods (Q4832059) (← links)
- Asymptotically Optimal Solutions in the Change-Point Problem (Q4954385) (← links)
- Bayesian change points analysis for earthquakes body wave magnitude (Q5138107) (← links)
- Guaranteed maximum likelihood splitting tests of a linear regression model (Q5423155) (← links)
- False discovery rate approach to dynamic change detection (Q6051082) (← links)
- Sequential change-point detection: computation versus statistical performance (Q6604326) (← links)
