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Communications in Statistics - Simulation and Computation Volume 46, 2017 - Issue 3
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Original Articles

On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution

Wenyu DuDepartment of Mathematical Sciences, State University of New York (SUNY) at Binghamton, Binghamtom, New York, USA
,
Aleksey S. PolunchenkoDepartment of Mathematical Sciences, State University of New York (SUNY) at Binghamton, Binghamtom, New York, USACorrespondence[email protected]
&
Grigory SokolovDepartment of Mathematical Sciences, State University of New York (SUNY) at Binghamton, Binghamtom, New York, USA
Pages 2185-2206 | Received 20 Dec 2014, Accepted 06 Apr 2015, Published online: 24 Nov 2016

Citations (6)

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Peiyao Wang & Wei Ning. Nonparametric Shiryaev-Roberts change-point detection procedures based on modified empirical likelihood. Journal of Applied Statistics 0:0, pages 1-34.
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Articles from other publishers (5)

Savas Dayanik & Semih O Sezer. (2023) Model Misspecification in Discrete Time Bayesian Online Change Detection. Methodology and Computing in Applied Probability 25:1.
Crossref
Vladimir Vovk, Alexander Gammerman & Glenn ShaferVladimir Vovk, Alexander Gammerman & Glenn Shafer. 2022. Algorithmic Learning in a Random World. Algorithmic Learning in a Random World 227 263 .
Vladimir Vovk. (2021) Testing Randomness Online. Statistical Science 36:4.
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Wojciech Sarnowski & Krzysztof Szajowski. (2018) Unspecified distributions in single disorder problem. Applied Stochastic Models in Business and Industry 34:5, pages 700-717.
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Aleksey S. Polunchenko. 2018. Frontiers in Statistical Quality Control 12. Frontiers in Statistical Quality Control 12 65 86 .

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