A note on Ritov's Bayes approach to the minimax property of the cusum procedure-Reference-Cited by-同舟云学术

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A note on Ritov's Bayes approach to the minimax property of the cusum procedure

Published:1996-08-01 Issue:4 Volume:24 Page:
ISSN:0090-5364
Container-title:The Annals of Statistics
language:
Short-container-title:Ann. Statist.

Author:

Beibel M.

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdf_1/euclid.aos/1032298296

Cited by 35 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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4. Detecting changes in real-time data: a user’s guide to optimal detection;Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences;2017-07-10

5. On the Minimax Optimality of the CUSUM Statistic in Disorder Problems for Brownian Motion;Theory of Probability & Its Applications;2017-01

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