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- Tze Leung Lai
- Stanford University USA
抄録
<jats:title>SUMMARY</jats:title> <jats:p>After a brief survey of a large variety of sequential detection procedures that are widely scattered in statistical references on quality control and engineering references on fault detection and signal processing, we study some open problems concerning these procedures and introduce a unified theory of sequential changepoint detection. This theory leads to a class of sequential detection rules which are not too demanding in computational and memory requirements for on-line implementation and yet are nearly optimal under several performance criteria.</jats:p>
収録刊行物
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- Journal of the Royal Statistical Society Series B: Statistical Methodology
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Journal of the Royal Statistical Society Series B: Statistical Methodology 57 (4), 613-644, 1995-11-01
Oxford University Press (OUP)