Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov

DOI10.1080/07474946.2016.1206366zbMath1356.62117OpenAlexW2520665982MaRDI QIDQ5890983

Michael Baron, Shelemyahu Zacks

Publication date: 28 October 2016

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

Full work available at URL: https://doi.org/10.1080/07474946.2016.1206366

zbMATH Keywords

lossfalse alarm ratecontaminationdetection delayminimax rulesBayes optimality

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Average run lengths of an optimal method of detecting a change in distribution
• Procedures for Reacting to a Change in Distribution

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