An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts
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Publication:2821016
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
Cites Work
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- 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
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