Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

DOI10.1080/07474940802446079zbMath1247.60061OpenAlexW1994626982MaRDI QIDQ5900493

Benjamin Yakir

Publication date: 4 December 2008

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

Full work available at URL: https://doi.org/10.1080/07474940802446079

zbMATH Keywords

asymptotic optimalitychange-point detectioninvariant statisticsfalse detection rate

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Minimax optimality of the Shiryayev-Roberts change-point detection rule

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