An Optimal Retrospective Change Point Detection Policy
نویسندگان
چکیده
منابع مشابه
An Optimal Retrospective Change Point Detection Policy Running headline: Optimal Change Point Detection Policy
Since the middle of the twentieth century, the problem of making inferences about the point in a surveyed series of observations at which the underlying distribution changes has been extensively addressed in the economics, biostatistics and statistics literature. CUSUM type statistics have commonly been thought to play a central role in non-sequential change point detections. Alternatively, we ...
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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2009
ISSN: 0303-6898,1467-9469
DOI: 10.1111/j.1467-9469.2008.00636.x