Sequential change-point detection when unknown parameters are present in the pre-change distribution

DOI10.1214/009053605000000859zbMath1091.62064arXivmath/0605322OpenAlexW3101806252MaRDI QIDQ2493547

Yajun Mei

Publication date: 21 June 2006

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0605322

zbMATH Keywords

surveillancequality controlasymptotic optimalitychange-pointstatistical process controloptimizerpower one tests

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15)

Related Items (20)

Sequential Change-Point Detection in State-Space Models ⋮ Sequential change-point detection for skew normal distribution ⋮ An empirical likelihood-based CUSUM for on-line model change detection ⋮ Asymptotically optimal robust information-based quick detection for general stochastic models with nonparametric postchange uncertainty ⋮ Two tests for sequential detection of a change-point in a nonlinear model ⋮ Empirical likelihood test in a posteriori change-point nonlinear model ⋮ Unnamed Item ⋮ Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems ⋮ Is Average Run Length to False Alarm Always an Informative Criterion? ⋮ Change detection for uncertain autoregressive dynamic models through nonparametric estimation ⋮ A more powerful test identifying the change in mean of functional data ⋮ Asymptotically Optimal Methods of Early Change-Point Detection ⋮ Sequential Detection of Change-Points in Linear Models ⋮ A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim ⋮ A Bayesian Approach to Sequential Surveillance in Exponential Families ⋮ Sequential Nonparametric Tests for a Change in Distribution: An Application to Detecting Radiological Anomalies ⋮ Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei ⋮ Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei ⋮ Change-point problems: bibliography and review ⋮ Mean shift testing in correlated data

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