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Sequential Analysis
Design Methods and Applications
Volume 28, 2009 - Issue 3
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Original Articles

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

Pages 342-346 | Received 08 Dec 2008, Accepted 15 Mar 2009, Published online: 29 Jul 2009

REFERENCES

  • Efromovich , S. ( 1999 ) . Nonparametric Curve Estimation: Methods, Theory and Applications , New York : Springer .
  • Efromovich , S. ( 2003 ). Financial applications of sequential nonparametric curve estimation , in Applied Sequential Methodologies , N. Mukhopadhyay , S. Datta , and S. Chattopadhyay , eds., pp. 171 – 192 , New York : Marcel Dekker .
  • Efromovich , S. (2005a). Univariate Nonparametric Regression in the Presence of Auxiliary Covariates, Journal of American Statistical Association 100: 1185–1201.
  • Efromovich , S. ( 2005b ). Estimation of the Density of Regression Errors , Annals of Statistics 33 : 2194 – 2227 .
  • Efromovich , S. ( 2007 a). Adaptive Estimation of Error Density in Nonparametric Regression with Small Sample Size , Journal of Statistical Inference and Planning 137 : 363 – 378 .
  • Efromovich , S. ( 2007 b). Conditional Density Estimation , Annals of Statistics 35 : 2504 – 2535 .
  • Efromovich , S. ( 2008 ). Optimal Sequential Design in a Controlled Nonparametric Regression , Scandinavian Journal of Statistics 35 : 266 – 285 .
  • Efromovich , S. , Lakey , J. , Pereyra , M. C. , and Tymes , N. ( 2004 ). Data-driven and Optimal Denoising of a Signal and Recovery of its Derivative Using Multiwavelets , IEEE Transactions on Signal Processing 52 : 628 – 635 .
  • Recommended by Nitis Mukhopadhyay

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