On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution

Tartakovsky, Alexander G., Polunchenko, Aleksey S. . The Annals of Statistics 2010. 38 (6) :3445-3457

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Bibtex

@article{CIS-323597,
  Author = {Tartakovsky, Alexander G. and Polunchenko, Aleksey S.},
  Title = {On optimality of the Shiryaev–Roberts procedure for detecting a change in distribution},
  Journal = {The Annals of Statistics},
  Volume = {38},
  Number = {6},
  Year = {2010},
  Pages = {3445--3457},
  Keywords = {}
}

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