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MULTIPLE OPTIMALITY PROPERTIES OF THE SHEWHART TEST
10 references·6 citing·29 second hop
MULTIPLE OPTIMALITY PROPERTIES OF THE SHEWHART TEST (2014)MULTIPLE OPTIMALITY PROPERTIES OF THE SHE…Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures (2012)Third-order Asymptotic Optima…Sequential Detection of Transient Changes (2012)Sequential Detection of Trans…Sequential change detection revisited (2008)Sequential change detection r…Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives (2006)Optimal and Asymptotically Op…Quickest detection with exponential penalty for delay (1998)Quickest detection with expon…Optimal Stopping Times for Detecting Changes in Distributions (1986)Optimal Stopping Times for De…Optimal Detection of a Change in Distribution (1985)Optimal Detection of a Change…Procedures for Reacting to a Change in Distribution (1971)Procedures for Reacting to a …On Optimum Methods in Quickest Detection Problems (1963)On Optimum Methods in Quickes…Economic Control of Quality of Manufactured Product. (1932)Economic Control of Quality o…Sequential change‐point detection: Computation versus statistical performance (2023)Sequential change‐point detec…Two Strategies in Transient Change Detection (2022)Two Strategies in Transient C…Optimal Sequential Detection of Signals With Unknown Appearance and Disappearance Points in Time (2021)Optimal Sequential Detection …Quickest Change Detection in the Presence of a Nuisance Change (2019)Quickest Change Detection in …Performance Bounds for Finite Moving Average Tests in Transient Change Detection (2018)Performance Bounds for Finite…Detecting a Suddenly Arriving Dynamic Profile of Finite Duration (2017)Detecting a Suddenly Arriving…CONTINUOUS INSPECTION SCHEMES (1954)Detecting changes in signals and systems—A survey (1988)Selective review of offline change point detection methods (2019)A Comparison of Some Control Chart Procedures (1966)Data-Efficient Quickest Change Detection in Minimax Settings (2013)On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case (2017)Asymptotic Bayesian Theory of Quickest Change Detection for Hidden Markov Models (2018)Theory of Games and Statistical Decisions. (1955)Sequential Changepoint Detection in Quality Control and Dynamical Systems (1995)Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014)Control Chart Tests Based on Geometric Moving Averages (1959)Drawdowns preceding rallies in the Brownian motion model (2006)Brownian Motion and Stochastic Calculus (2007)Change Point Detection and Meta-Bandits for Online Learning in Dynamic Environments (2007)Formulas for stopped diffusion processes with stopping times based on drawdowns and drawups (2009)Brownian Motion and Stochastic Calculus (1988)Is Average Run Length to False Alarm Always an Informative Criterion? (2008)Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions (2009)State-of-the-Art in Bayesian Changepoint Detection (2010)Detection of Abrupt Changes: Theory and Applications. (1995)Optimal Sequential Surveillance for Finance, Public Health, and Other Areas (2009)Bayesian Sequential Detection With Phase-Distributed Change Time and Nonlinear Penalty—A POMDP Lattice Programming Approach (2011)The Use of Control Charts in Health-Care and Public-Health Surveillance (2006)Ensembles of detectors for online detection of transient changes (2015)Quickest Change Detection Under Transient Dynamics: Theory and Asymptotic Analysis (2018)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)
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References

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  • 1971Procedures for Reacting to a Change in Distribution1,355 cited
  • 1986Optimal Stopping Times for Detecting Changes in Distributions1,022 cited
  • 1963On Optimum Methods in Quickest Detection Problems839 cited
  • 1985Optimal Detection of a Change in Distribution585 cited
  • 1998Quickest detection with exponential penalty for delay75 cited
  • 2012Sequential Detection of Transient Changes68 cited
  • 2012Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures63 cited
  • 2008Sequential change detection revisited61 cited
  • 2006Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives44 cited

Cited by

  • 2018Performance Bounds for Finite Moving Average Tests in Transient Change Detection28 cited
  • 2017Detecting a Suddenly Arriving Dynamic Profile of Finite Duration26 cited
  • 2021Optimal Sequential Detection of Signals With Unknown Appearance and Disappearance Points in Time24 cited
  • 2023Sequential change‐point detection: Computation versus statistical performance18 cited
  • 2019

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Quickest Change Detection in the Presence of a Nuisance Change
18 cited
  • 2022Two Strategies in Transient Change Detection10 cited