Detecting a change in regression: First-order optimality
type: Item
instance of: scholarly article
title: Detecting a change in regression: First-order optimality
zbMATH Open document ID: 0963.62077
author: B. Yakir
author: Abba M. Krieger
author: Moshe Pollak
published in: The Annals of Statistics
publication date: 2001-07-03T00:00:00Z
Mathematics Subject Classification ID: 62L15
Mathematics Subject Classification ID: 62P30
Mathematics Subject Classification ID: 62L10
zbMATH DE Number: 1523479
zbMATH Keywords: change point detection
zbMATH Keywords: information bound
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1017939243
OpenAlex ID: W1986537892
cites work: Q4845376
cites work: Procedures for Reacting to a Change in Distribution
cites work: Optimal stopping times for detecting changes in distributions
cites work: Optimal detection of a change in distribution
cites work: A diffusion process and its applications to detecting a change in the drift of Brownian motion
cites work: Decision theoretic optimality of the cusum procedure
cites work: A lower bound on the ARL to detection of a change with a probability constraint on false alarm
cites work: A note on optimal detection of a change in distribution
cites work: Asymptotically optimal ditiction of a change in a linear model
DOI: 10.1214/AOS/1017939243
description: scientific article; zbMATH DE number 1523479