A lower confidence bound for the change point after a sequential CUSUM test-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

A lower confidence bound for the change point after a sequential CUSUM test

Published:2003-07 Issue:1 Volume:115 Page:311-326
ISSN:0378-3758
Container-title:Journal of Statistical Planning and Inference
language:en
Short-container-title:Journal of Statistical Planning and Inference

Author:

Ding Keyue

Publisher

Elsevier BV

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Reference15 articles.

1. Moments of the first ladder height of random walks with small drift;Chang;Ann. Appl. Probab.,1992

2. Properties of the minimum point of an unbalanced two-sided random walk;Ding;Comm. Statist. Theory Methods,2001

3. Ding, K., Wu, Y., 2000. A lower confidence limit for the change point detected by a CUSUM procedure. Revised for Sequential Analysis.

4. Procedures for reacting to a change in distribution;Lorden;Ann. Statist.,1971

5. Optimal stopping times for detecting changes in distribution;Moustakides;Ann. Statist.,1986

Cited by 2 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

1. Sequential Detection and Estimation of Change-Points;Sequential Analysis;2010-04-30

2. On the biases of change point and change magnitude estimation after CUSUM test;Journal of Statistical Planning and Inference;2006-04

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP