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Volumn 24, Issue 4, 1996, Pages 1804-1812

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

Author keywords

Change point; Cusum procedures; Generalized parking problems; Sequential detection; Wiener process

Indexed keywords


EID: 0030367277     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1032298296     Document Type: Article
Times cited : (52)

References (12)
  • 1
    • 0040273829 scopus 로고
    • Bayes problems in change-point models for the Wiener process
    • IMS, Hayward, CA
    • BEIBEL, M. (1994). Bayes problems in change-point models for the Wiener process. In Change-Point Problems, 1-6. IMS, Hayward, CA.
    • (1994) Change-Point Problems , vol.1-6
    • Beibel, M.1
  • 2
    • 0039089847 scopus 로고
    • A new look at optimal stopping problems related to mathematical finance
    • To appear
    • BEIBEL, M. and LERCHE, H. R. (1995). A new look at optimal stopping problems related to mathematical finance. Statist. Sinica. To appear.
    • (1995) Statist. Sinica
    • Beibel, M.1    Lerche, H.R.2
  • 6
    • 0039682082 scopus 로고
    • An optimality property of the repeated significance test
    • LERCHE, H. R. (1986). An optimality property of the repeated significance test. Proc. Nat. Acad. Sci. U.S.A. 83 1546-1548.
    • (1986) Proc. Nat. Acad. Sci. U.S.A. , vol.83 , pp. 1546-1548
    • Lerche, H.R.1
  • 7
    • 0001524507 scopus 로고
    • Procedures for reacting to a change in distribution
    • LORDEN, G. (1971). Procedures for reacting to a change in distribution. Ann. Math. Statist. 42 1897-1908.
    • (1971) Ann. Math. Statist. , vol.42 , pp. 1897-1908
    • Lorden, G.1
  • 8
    • 0000317248 scopus 로고
    • Optimal stopping times for detecting changes in distributions
    • MOUSTAKIDES, G. V. (1986). Optimal stopping times for detecting changes in distributions. Ann. Statist. 14 1379-1387.
    • (1986) Ann. Statist. , vol.14 , pp. 1379-1387
    • Moustakides, G.V.1
  • 9
    • 0002916530 scopus 로고
    • Continuous inspection schemes
    • PAGE, E. L. (1954). Continuous inspection schemes. Biometrika 41 100-115.
    • (1954) Biometrika , vol.41 , pp. 100-115
    • Page, E.L.1
  • 10
    • 0001031433 scopus 로고
    • Decision theoretic optimality of the cusum procedure
    • RITOV, Y. (1990). Decision theoretic optimality of the cusum procedure. Ann. Statist. 18 1464-1469.
    • (1990) Ann. Statist. , vol.18 , pp. 1464-1469
    • Ritov, Y.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.