Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

REFERENCES

• Brodsky , B. E. and Darkhovsky , B. S. ( 1990 ). Comparative Analysis of Some Nonparametric Methods of Fastest Detection of the Moment of “Disorder” of a Random Sequence , Theory of Probability and Its Applications 35 : 639 – 652 .
   Google Scholar
• Brodsky , B. E. and Darkhovsky , B. S. ( 1993 ). Non-Parametric Methods in Change-Point Problems , Dordrecht : Kluwer .
   Google Scholar
• Brodsky , B. E. and Darkhovsky , B. S. ( 2000 ). Non-Parametric Statistical Diagnosis. Problems and Methods , Dordrecht : Kluwer .
   Google Scholar
• Brodsky , B. E. and Darkhovsky , B. S. ( 2005 ). Asymptotically Optimal Methods of Change-Point Detection for Composite Hypotheses , Journal of Statistical Planning and Inference 133 : 123 – 138 .
   Web of Science ®Google Scholar
• Brodsky , B. E. and Darkhovsky , B. S. ( 2008 ). Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems , Sequential Analysis 27 : 141 – 173 .
   Google Scholar
• Mei , Y. ( 2006 ). Sequential Change-Point Detection When Unknown Parameters are Present in the Pre-Change Distribution , Annals of Statistics 34 : 92 – 122 .
   Web of Science ®Google Scholar
• Recommended by Alex Tartakovsky
   Google Scholar