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Sequential Analysis
Design Methods and Applications
Volume 11, 1992 - Issue 3
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Original Articles

Adaptive sampling for detecting a change point in the past

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Pages 237-255 | Published online: 29 Mar 2007

References

  • Assaf , D. 1988 . A dynamic sampling approach for detecting a change in distribution . Ann. Statist. , 16 : 236 – 253 .
  • Assaf , D. and Ritov , Y. 1989 . Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non Bayesian model . Ann. Statist. , 17 : 793 – 800 .
  • Bhattacharya , G.K. and Johnson , R.A. 1968 . Nonparametric tests for shifts at an unknown time point . Ann. Math. Statist. , 39 : 1731 – 1743 .
  • Cobb , G.W. 1978 . The problem of Nile: conditional solution to a change point problem . Biometrika , 62 : 243 – 251 .
  • Freedman , D.A. 1975 . On tail probabilities for martingales . Ann. Prob. , 3 : 100 – 118 .
  • Hinkley , D.V. 1970 . Inference about the change point in a sequence of random variables . Biometrika , 57 : 1 – 17 .
  • James , J. , James , K. L. and Siegmund , D. 1987 . Tests for a change point . Biometrika , 74 : 71 – 83 .
  • Pollak , M. 1985 . Optimal detection of a change in distribution . Ann. Statist. , 13 : 206 – 227 .
  • Siegmund , D. 1986 . Boundary crossing probabilities and statistical applications . Ann. Statist. , 14 : 361 – 404 .

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