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Original Articles

A Robust Changepoint Detection Method

Pages 146-161 | Received 05 Apr 2009, Accepted 01 Jul 2009, Published online: 17 May 2010

REFERENCES

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  • Gordon , L. and Pollak , M. ( 1994 ). An Efficient Nonparametric Detection Scheme for Detecting a Change in Distribution , Annals of Statistics 22 : 763 – 804 .
  • Gordon , L. and Pollak , M. ( 1995 ). A Robust Surveillance Scheme for Stochastically Ordered Alternatives , Annals of Statistics 23 : 1350 – 1375 .
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  • McDonald , D. ( 1990 ). A Cusum Procedure Based on Sequential Ranks , Naval Research Logistics 37 : 627 – 646 .
  • Pollak , M. ( 1985 ). Optimal Detection of a Change in Distribution . Annals of Statistics 13 : 206 – 227 .
  • Pollak , M. ( 1987 ). Average Run Lengths of an Optimal Method of Detecting a Change in Distribution , Annals of Statistics 15 : 749 – 779 .
  • van Dobben de Bruyn , C. S. ( 1968 ). Cumulative Sum Tests: Theory and Practice , London : Griffin .
  • Yakir , B. ( 1995 ). A Note on the Run Length to False Alarm of a Change-Point Detection Policy , Annals of Statistics 28 : 2721 – 281 .
  • Recommended by A. G. Tartakovsky

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