Sequential Common Change Detection and Isolation of Changed Panels in Panel Data
From MaRDI portal
Publication:3305595
DOI10.1007/978-981-15-0864-6_20OpenAlexW2982144955MaRDI QIDQ3305595
Publication date: 10 August 2020
Published in: Stochastic Models in Reliability, Network Security and System Safety (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-981-15-0864-6_20
Related Items (1)
Cites Work
- Efficient scalable schemes for monitoring a large number of data streams
- Sequential multi-sensor change-point detection
- Optimal sequential detection in multi-stream data
- Sequential analysis. Tests and confidence intervals
- Average run lengths of an optimal method of detecting a change in distribution
- Sequential tests controlling generalized familywise error rates
- Inference for change point and post change means after a CUSUM test.
- Bias of estimator of change point detected by a CUSUM procedure
- Sequential tests of multiple hypotheses controlling type I and II familywise error rates
- Supplementary score test for sparse signals in large-scale truncated one-sided sequential tests
- Sequential multiple testing with generalized error control: an asymptotic optimality theory
- Inference for post-change mean by a CUSUM procedure
- On the quasi-stationary distribution of the Shiryaev–Roberts diffusion
- Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
- Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- SUPPLEMENTARY SCORE TEST IN MIXTURE MODEL
- Multiple Hypothesis Tests Controlling Generalized Error Rates for Sequential Data
- A combined SR-CUSUM procedure for detecting common changes in panel data
- False Alarms and Sparse Change Segment Detection by Using a CUSUM Procedure
- Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich
This page was built for publication: Sequential Common Change Detection and Isolation of Changed Panels in Panel Data