A Robust Changepoint Detection Method

DOI10.1080/07474941003741029zbMath1190.62150OpenAlexW2020737433MaRDI QIDQ3578020

Moshe Pollak

Publication date: 13 July 2010

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474941003741029

zbMATH Keywords

sequential analysiscontrol chartchangepoint detectionSPC

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (1)

False discovery rate approach to dynamic change detection

Cites Work

• Unnamed Item
• Optimal detection of a change in distribution
• Average run lengths of an optimal method of detecting a change in distribution
• An efficient sequential nonparametric scheme for detecting a change of distribution
• A robust surveillance scheme for stochastically ordered alternatives
• A Robust Version of the Probability Ratio Test

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