Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén

Abstract

Professor Frisén gave a beautiful overview of the modern theory and applications of optimal sequential surveillance. This discussion contains possible extensions based on nonparametric curve estimation. Settings of mixtures regression, estimation of the density of regression errors and conditional density, regression in the presence of auxiliary variables and use of multiwavelets are discussed.

Keywords:

• Conditional density
• MISE
• Mixture regression
• Multiwavelet
• Regression errors

Subject Classifications:

• 62G05
• 62G07

ACKNOWLEDGMENT

This research was supported by NSF grant DMS-0643606 and by NSA grant MDA904-07-1-0075.

Notes

Recommended by Nitis Mukhopadhyay