Editor’s special invited paper: On the efficient score vector in sequential monitoring

References

• Berkes, I., Gombay, E., and Horváth, L. (2009). Testing for Changes in the Covariance Structure of Linear Processes, Journal of Statistical Planning and Inference 139: 2044–2063.
   Web of Science ®Google Scholar
• Berkes, I., Gombay, E., Horváth, L., and Kokoszka, P. (2004). Sequential Change-Point Detection in GARCH(p,q) Models, Econometric Theory 20: 1140–1167.
   Web of Science ®Google Scholar
• Berkes, I., Horváth, L., and Kokoszka, P. (2003). GARCH Processes: Structure and Estimation, Bernoulli 9: 201–227.
   Web of Science ®Google Scholar
• Betenski, R. A. (1996). An O’Brien-Fleming Sequential Trial for Comparing Three Treatments, Annals of Statistics 24: 1765–1791.
   Web of Science ®Google Scholar
• Brockwell, P. J. and Davis, R. A. (1991). Time Series, Theory and Methods, second edition, New York: Springer.
   Google Scholar
• Chu, C.-S., Stinchcombe, M., and White, H. (1996). Monitoring Structural Change, Econometrica 64: 1045–1065.
   Web of Science ®Google Scholar
• Csörgő, M. and Révész, P. (1981). Strong Approximations in Probability and Statistics, New York: Academic Press.
   Google Scholar
• Darling, D. A. and Erdős, P. (1956). A Limit Theorem for the Maximum of Normalized Sums of Independent Random Variables, Duke Mathematical Journal 23: 143–145.
   Web of Science ®Google Scholar
• Eberlein, E. (1986). On Strong Invariance Principles under Dependence Assumptions, Annals of Probability 14: 260–270.
   Web of Science ®Google Scholar
• Ghosh, B. K. and Sen, P. K. (1991). Handbook of Sequential Analysis, edited volume, New York: Dekker.
   Google Scholar
• Ghosh, M., Mukhopadhyay, N., and Sen, P. K. (1997). Sequential Estimation, New York: Wiley.
   Google Scholar
• Gombay, E. (1996). The Weighted Sequential Likelihood Ratio, Canadian Journal of Statistics 25: 417–423.
   Web of Science ®Google Scholar
• Gombay, E. (1997). The Likelihood Ratio under Noncontiguous Alternatives, Canadian Journal of Statistics 24: 229–239.
   Web of Science ®Google Scholar
• Gombay, E. (2002). Parametric Sequential Tests in the Presence of Nuisance Parameters, Theory of Stochastic Processes (Kiev) 8: 107–118.
   Google Scholar
• Gombay, E. (2003). Sequential Change-Point Detection and Estimation, Sequential Analysis 22: 203–222.
   Google Scholar
• Gombay, E. and Hussein, A. (2006). A Class of Sequential Tests for Two-Sample Composite Hypotheses, Canadian Journal of Statistics 34: 217–232.
   Web of Science ®Google Scholar
• Gombay, E., Hussein, A., and Steiner, S. (2011). Monitoring Binary Outcomes by Using RACHARTS: A Comparative Study, Statistics in Medicine 30: 2815–2826.
   PubMed Web of Science ®Google Scholar
• Gombay, E., Hussein, A., and Steiner, S. (2015). Flexible Risk-Adjusted Surveillance Procedures for Autocorrelated Binary Series, Canadian Journal of Statistics 36: 55–72.
   Google Scholar
• Gombay, E. and Li, F. (2015). Efficient Score Statistic in Drug and Vaccine Safety Surveillance, Sequential Analysis 34: 57–76.
   Web of Science ®Google Scholar
• Gombay, E., Li, F., and Yu, H. (2017). Retrospective Change Detection in Categorical Time Series, Communications in Statistics - Theory & Methods 46: 6831–6845.
   Web of Science ®Google Scholar
• Gombay, E. and Serban, D. (2007). Sequential Comparison of d Populations and Related Tables, Communications in Statistics - Simulation & Computation 36: 55–72.
   Web of Science ®Google Scholar
• Gombay, E. and Serban, D. (2008). Correction to “Sequential Comparison of d Populations and Related Tables,” Communications in Statistics - Simulation & Computation 37: 629.
   Google Scholar
• Gombay, E. and Serban, D. (2009). Monitoring Parameter Change in AR(p) Time Series Models, Journal of Multivariate Analysis 100: 715–725.
   Web of Science ®Google Scholar
• Komlós, J., Major, P., and Tusnády, G. (1975). An Approximation of Partial Sums of Independent RVs and the Sample DF. I, Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 32: 111–131.
   Web of Science ®Google Scholar
• Komlós, J., Major, P., and Tusnády, G. (1976). An Approximation of Partial Sums of Independent RVs and the Sample DF. II, Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 34: 33–58.
   Web of Science ®Google Scholar
• Kulldorff, M., Davis, R. L., Kolczak, M., Lewis, E., Lieu, T., and Platt, R. (2011). A Maximized Sequential Probability Ratio Test for Drug and Vaccine Safety Surveillance, Sequential Analysis 30: 58–78.
   Web of Science ®Google Scholar
• Lehmann, E. L. (1983). Theory of Point Estimation, New York: Wiley.
   Google Scholar
• Mukhopadhyay, N.and de Silva, B. M. (2009). Sequential Methods & their Applications, Boca Raton: Chapman and Hall/CRC.
   Google Scholar
• O’Brien, P. C. and Fleming, T. R. (1979). A Multiple Testing Procedure for Clinical Trials, Biometrics 35: 549–556.
   PubMed Web of Science ®Google Scholar
• Pocock, S. J. (1977). Group Sequential Methods in the Design and Analysis of Clinical Trials, Biometrika 64: 191–199.
   Web of Science ®Google Scholar
• Robbins, M. (1974). A Sequential Test for Two Binomial Populations, Proceedings of National Academy of Sciences U.S.A. 71: 4435–4436.
   PubMed Web of Science ®Google Scholar
• Robbins, M. and Siegmund, D. (1972). Sequential Tests Involving Two Populations, Journal of American Statistical Association 69: 132–139.
   Web of Science ®Google Scholar
• Sen, P. K. (1981). Sequential Nonparametrics: Invariance Principles & Statistical Inference, New York: Wiley.
   Google Scholar
• Serfling, R. J. (1980). Approximation Theorems of Mathematical Statistics, New York: Wiley.
   Google Scholar
• Siegmund, D. (1980). Sequential χ2 and F-tests and Related Confidence Intervals, Biometrika 67: 389–402.
   Web of Science ®Google Scholar
• Siegmund, D. (1985). Sequential Analysis: Tests & Confidence Intervals, New York: Springer.
   Google Scholar
• Siegmund, D. (1986). A Sequential Clinical Trial for Comparing Three Treatments, Annals of Statistics 14: 464–483.
   Google Scholar
• Siskind, V. (1964). On Certain Suggested Formulae Applied to the Sequential t-Test, Biometrika 51: 97–106.
   Web of Science ®Google Scholar
• Tartakovsky, A., Nikiforov, I., and Basseville, M. (2014). Sequential Analysis: Hypothesis Testing & Changepoint Detection, Boca Raton: Chapman and Hall/CRC.
   Google Scholar
• Vostrikova, L. J. (1981). Detection of “Disorder” in a Wiener Process, Theory of Probability & Its Applications 26: 356–362.
   Web of Science ®Google Scholar
• Wald, A. (1947). Sequential Analysis, New York: Wiley.
   Google Scholar
• Wald, A. and Wolfowitz, J. (1948). Optimum Character of the Sequential Probability Ratio Tests, Annals of Mathematical Statistics 19: 326–339.
   Google Scholar
• Whitehead, J. (1978). Large Sample Sequential Methods with Application to the Analysis of 2×2 Contingecy Tables, Biometrika 65: 351–356.
   Web of Science ®Google Scholar
• Zacks, S. (2009). The Exact Distribution of the Stopping Times and Their Functionals in Two-Stage and Sequential Fixed-Width Confidence Intervals of the Exponential Parameter, Sequential Analysis 28: 69–81.
   Google Scholar