Using the Generalized Likelihood Ratio Statistic for Sequential Detection of a Change-Point

JOURNAL ARTICLE published 1 February 1995 in The Annals of Statistics

Authors: D. Siegmund | E. S. Venkatraman

Sequential multi-sensor change-point detection

JOURNAL ARTICLE published 1 April 2013 in The Annals of Statistics

Authors: Yao Xie | David Siegmund

Sequential change-point detection based on nearest neighbors

JOURNAL ARTICLE published 1 June 2019 in The Annals of Statistics

Authors: Hao Chen

A large deviation theorem for the q-sample likelihood ratio statistic

JOURNAL ARTICLE published 1 October 1996 in The Annals of Statistics

Authors: František Rublík

Open-end nonparametric sequential change-point detection based on the retrospective CUSUM statistic

JOURNAL ARTICLE published 1 January 2021 in Electronic Journal of Statistics

Authors: Mark Holmes | Ivan Kojadinovic

A Large Deviation Result for the Likelihood Ratio Statistic in Exponential Families

JOURNAL ARTICLE published 1 December 1984 in The Annals of Statistics

Authors: Stavros Kourouklis

Sequential Detection of a Change in a Normal Mean when the Initial Value is Unknown

JOURNAL ARTICLE published 1 March 1991 in The Annals of Statistics

Authors: Moshe Pollak | D. Siegmund

Sequential change-point detection when unknown parameters are present in the pre-change distribution

JOURNAL ARTICLE published 1 February 2006 in The Annals of Statistics

Authors: Yajun Mei

A Note on the Run Length to False Alarm of a Change-Point Detection Policy

JOURNAL ARTICLE published 1 February 1995 in The Annals of Statistics

Authors: Benjamin Yakir

Large Deviations of Likelihood Ratio Statistics with Applications to Sequential Testing

JOURNAL ARTICLE published 1 January 1978 in The Annals of Statistics

Authors: Michael Woodroofe

Correction: Anomalies of the likelihood ratio test for testing restricted hypotheses

JOURNAL ARTICLE published 1 December 1995 in The Annals of Statistics

Authors: J. A. Menéndez | B. Salvador

Nonparametric Tests for Nonstandard Change-Point Problems

JOURNAL ARTICLE published 1 October 1995 in The Annals of Statistics

Authors: D. Ferger

Generalized Likelihood Ratio Statistics and Wilks Phenomenon

JOURNAL ARTICLE published 1 February 2001 in The Annals of Statistics

Authors: Jianqing Fan | Chunming Zhang | Jian Zhang

Sequential multi-sensor change-point detection

PROCEEDINGS ARTICLE published February 2013 in 2013 Information Theory and Applications Workshop (ITA)

Authors: D. Siegmund

A Decomposition for the Likelihood Ratio Statistic and the Bartlett Correction--A Bayesian Argument

JOURNAL ARTICLE published 1 September 1990 in The Annals of Statistics

Authors: Peter J. Bickel | J. K. Ghosh

Likelihood Ratio Tests for Sequential $k$-Decision Problems

JOURNAL ARTICLE published October 1972 in The Annals of Mathematical Statistics

Authors: Gary Lorden

Correction: Generalized likelihood ratio statistics and Wilks phenomenon

JOURNAL ARTICLE published 1 December 2002 in The Annals of Statistics

Authors: J. Fan | C Zhang | J. Zhang

Dual Likelihood

JOURNAL ARTICLE published 1 April 1995 in The Annals of Statistics

Authors: Per Aslak Mykland

Fault detection in linear discrete dynamic systems using generalized-likelihood-ratio technique

JOURNAL ARTICLE published January 1995 in Control Engineering Practice

Higher-order asymptotic normality of approximations to the modified signed likelihood ratio statistic for regular models

JOURNAL ARTICLE published 1 October 2007 in The Annals of Statistics

Authors: Heping He | Thomas A. Severini