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A note on optimal detection of a change in distribution
8 references·9 citing·28 second hop
A note on optimal detection of a change in distribution (1997)A note on optimal detection of a change i…Decision Theoretic Optimality of the Cusum Procedure (1990)Decision Theoretic Optimality…Average Run Lengths of an Optimal Method of Detecting a Change in Distribution (1987)Average Run Lengths of an Opt…Optimal Detection of a Change in Distribution (1985)Optimal Detection of a Change…Approximations to the Expected Sample Size of Certain Sequential Tests (1975)Approximations to the Expecte…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …A Comparison of Some Control Chart Procedures (1966)A Comparison of Some Control …CONTINUOUS INSPECTION SCHEMES (1954)CONTINUOUS INSPECTION SCHEMESEconomic Control of Quality of Manufactured Product. (1932)Economic Control of Quality o…Monitoring for a change point in a sequence of distributions (2021)Monitoring for a change point…Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time (2017)Asymptotic Near-Minimaxity of…Comments on “A note on optimal detection of a change in distribution,” by Benjamin Yakir (2006)Comments on “A note on optima…Optimal sequential kernel detection for dependent processes (2004)Optimal sequential kernel det…On detecting jumps in time series: nonparametric setting (2004)On detecting jumps in time se…General asymptotic Bayesian theory of quickest change detection (2004)General asymptotic Bayesian t…Asymptotically optimal methods for sequential change-point detection (2003)Asymptotically optimal method…A simple change detection scheme (2001)A simple change detection sch…A suboptimal quadratic change detection scheme (2000)A suboptimal quadratic change…Control Chart Tests Based on Geometric Moving Averages (1959)Optimal Stopping Times for Detecting Changes in Distributions (1986)MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY (2007)Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method (2010)Nonparametric Sequential Signal Change Detection Under Dependent Noise (2013)A Note on Multivariate CUSUM Procedures (1987)Statistical process control procedures for correlated observations (1991)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Control Chart Tests Based on Geometric Moving Averages (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)Predicting Shifts in the Mean of a Multivariate Time Series Process: An Application in Predicting Business Failures (1993)Predicting Corporate Financial Distress: A Time-Series CUSUM Methodology (1999)Applied Quantitative Finance (2017)A Diffusion Process and Its Applications to Detecting a Change in the Drift of Brownian Motion (1985)Comparison of EWMA, CUSUM and Shiryayev-Roberts Procedures for Detecting a Shift in the Mean (1993)State-of-the-Art in Sequential Change-Point Detection (2011)A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison (2006)Quickest Change Detection (2014)Some perspectives on nonparametric statistical process control (2018)changepoint : An R Package for Changepoint Analysis (2014)Statistical process control as a tool for research and healthcare improvement (2003)Data quality for data science, predictive analytics, and big data in supply chain management: An introduction to the problem and suggestions for research and applications (2014)Information bounds and quick detection of parameter changes in stochastic systems (1998)The State of Statistical Process Control as We Proceed into the 21st Century (2000)
this work references cited by second hop

References

  • 1954CONTINUOUS INSPECTION SCHEMES5,731 cited
  • 1932Economic Control of Quality of Manufactured Product.3,069 cited
  • 1971Procedures for Reacting to a Change in Distribution1,355 cited
  • 1985Optimal Detection of a Change in Distribution585 cited
  • 1966A Comparison of Some Control Chart Procedures542 cited
  • 1990Decision Theoretic Optimality of the Cusum Procedure221 cited
  • 1987Average Run Lengths of an Optimal Method of Detecting a Change in Distribution172 cited
  • 1975Approximations to the Expected Sample Size of Certain Sequential Tests124 cited

Cited by

  • 2004On detecting jumps in time series: nonparametric setting34 cited
  • 2021Monitoring for a change point in a sequence of distributions28 cited
  • 2000A suboptimal quadratic change detection scheme23 cited
  • 2003Asymptotically optimal methods for sequential change-point detection22 cited
  • 2001A simple change detection scheme18 cited
  • 2004General asymptotic Bayesian theory of quickest change detection14 cited
  • 2004Optimal sequential kernel detection for dependent processes13 cited

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2017
Asymptotic Near-Minimaxity of the Randomized Shiryaev--Roberts--Pollak Change-Point Detection Procedure in Continuous Time
12 cited
  • 2006Comments on “A note on optimal detection of a change in distribution,” by Benjamin Yakir9 cited