Estimation of common change point and isolation of changed panels after sequential detection

DOI10.1080/07474946.2020.1726685zbMath1442.62098arXiv1907.02097OpenAlexW3024625435MaRDI QIDQ5113794

Yanhong Wu

Publication date: 17 June 2020

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

Full work available at URL: https://arxiv.org/abs/1907.02097

zbMATH Keywords

common changeCUSUM and SR procedureFDR and FNRisolation of changed panel

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Causal inference from observational studies (62D20)

Related Items (6)

Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes ⋮ Isolating changed panels and estimating common change point after sequential detection with FDR control ⋮ Sequential common change detection, isolation, and estimation in multiple poisson processes ⋮ Asymptotic optimality theory for active quickest detection with unknown postchange parameters ⋮ Common change-point estimation and changed panel isolation after sequential detection in an exponential family ⋮ ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence

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• A combined SR-CUSUM procedure for detecting common changes in panel data

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