An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts

DOI10.1080/03610918.2014.906611zbMath1346.62172OpenAlexW2091899667MaRDI QIDQ2821016

Zhaojun Wang, Qin Zhou, Jiujun Zhang, Zhonghua Li

Publication date: 16 September 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.906611

zbMATH Keywords

statistical process controlShiryaev-Roberts procedureEWMA

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Cites Work

• Sequential detection of a change in a normal mean when the initial value is unknown
• Optimal detection of a change in distribution
• Optimal stopping times for detecting changes in distributions
• Average run lengths of an optimal method of detecting a change in distribution
• Approximations to the expected sample size of certain sequential tests
• Nonanticipating estimation applied to sequential analysis and changepoint detection
• A numerical approach to performance analysis of quickest change-point detection procedures
• A New Chart for Detecting the Process Mean and Variability
• Performance comparison of some likelihood ratio-based statistical surveillance methods
• Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
• Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• The design and analysis of 2-CUSUM procedure
• An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure
• Procedures for Reacting to a Change in Distribution

This page was built for publication: An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts