Empirical Bayes detection of a change in distribution

DOI10.1007/BF00054787zbMath0936.62089MaRDI QIDQ1817392

Rohana J. Karunamuni, Shunpu Zhang

Publication date: 18 May 2000

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

empirical Bayeschange pointsstatistical process controlBayes sequential rules

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Empirical decision procedures; empirical Bayes procedures (62C12) Optimal stopping in statistics (62L15)

Related Items (1)

Monitoring distributional changes of squared residuals in GARCH models

Cites Work

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• Optimal detection of a change in distribution
• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• Asymptotic optimality of Bayes compound estimators in compact exponential families
• On empirical Bayes testing with sequential components
• Optimality of the one step look-ahead stopping times
• On the Detection of Disorder in a Manufacturing Process. I.
• The Empirical Bayes Approach to Statistical Decision Problems
• On a Quickest Detection Problem
• On Optimum Methods in Quickest Detection Problems

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