On the average run length to false alarm in surveillance problems which possess an invariance structure
type: Item
instance of: scholarly article
title: On the average run length to false alarm in surveillance problems which possess an invariance structure
zbMATH Open document ID: 0932.62090
author: B. Yakir
published in: The Annals of Statistics
publication date: 1999-11-09T00:00:00Z
Mathematics Subject Classification ID: 62L10
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 1359550
zbMATH Keywords: quality control
zbMATH Keywords: control charts
zbMATH Keywords: change-point detection
zbMATH Keywords: invariant statistics
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1024691095
OpenAlex ID: W2033565725
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cites work: Q4845376
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cites work: Average run lengths of an optimal method of detecting a change in distribution
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cites work: A note on the run length of false alarm of a change-point detection policy
DOI: 10.1214/AOS/1024691095
description: scientific article; zbMATH DE number 1359550