Asymptotically optimal methods of change-point detection for composite hypotheses
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Publication:556442
DOI10.1016/j.jspi.2004.01.007zbMath1062.62153OpenAlexW2039610800MaRDI QIDQ556442
Boris S. Darkhovsky, B. E. Brodskii
Publication date: 13 June 2005
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2004.01.007
Optimal stopping in statistics (62L15) Compound decision problems in statistical decision theory (62C25)
Related Items
Sequential Change-Point Detection in State-Space Models ⋮ Asymptotics of sums of regression residuals under multiple ordering of regressors ⋮ Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems ⋮ Sequential change-point detection for mixing random sequences under composite hypotheses ⋮ Asymptotically Optimal Methods of Early Change-Point Detection ⋮ Sequential Detection of Change-Points in Linear Models ⋮ Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei ⋮ Multivariate Kendall's tau for change-point detection in copulas
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