# zbMATH — the first resource for mathematics

## Sequential Analysis

### Design Methods and Applications

 Short Title: Sequential Anal. Publisher: Taylor & Francis, Philadelphia, PA ISSN: 0747-4946; 1532-4176/e Online: http://www.tandfonline.com/loi/lsqa20 Predecessor: Communications in Statistics. Sequential Analysis Comments: Indexed cover-to-cover
 Documents Indexed: 910 Publications (since 1985) References Indexed: 848 Publications with 16,018 References.
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#### Authors

 75 Mukhopadhyay, Nitis 17 Lai, Tze Leung 17 Tartakovsky, Alexander G. 16 Zacks, Shelemyahu 14 Bandyopadhyay, Uttam 14 Biswas, Atanu 13 Aoshima, Makoto 12 Takada, Yoshikazu 11 Baron, Michael I. 11 Reynolds, Marion R. jun. 11 Sen, Pranab Kumar 11 Sriram, T. N. 10 Irle, Albrecht 10 Schmid, Wolfgang 9 Chen, Pinyuen 9 Efromovich, Sam 9 Hušková, Marie 9 Pergamenshchikov, Sergeĭ Markovich 9 Solanky, Tumulesh K. S. 9 Steland, Ansgar 8 Coad, D. Stephen 8 Galtchouk, Leonid I. 8 Gombay, Edit 8 Knoth, Sven 8 Mei, Yajun 8 Morais, Manuel Cabral 8 Veeravalli, Venugopal V. 7 Akahira, Masafumi 7 Bapat, Sudeep R. 7 Bartroff, Jay 7 Frisén, Marianne 7 Khan, Rasul A. 7 Martinsek, Adam T. 7 Moustakides, George V. 7 Pollak, Moshe 7 Woodroofe, Michael Barrett 7 Wu, Yanhong 6 Brodsky, Boris 6 Brown, Marlo 6 Chang, Myron N. 6 Chaturvedi, Ajit Kumar 6 Darkhovsky, Boris S. 6 De, Shyamal Krishna 6 Hwang, Leng-Cheng 6 Isogai, Eiichi 6 Jennison, Christopher 6 Koike, Ken-ichi 6 Leu, Cheng-Shiun 6 Levin, Bruce R. 6 Pacheco, António 6 Polunchenko, Aleksey S. 6 Takeuchi, Kei 6 Yata, Kazuyoshi 5 Aerts, Marc 5 Balamurali, Saminathan 5 Bather, John A. 5 Bose, Arup 5 Buonaguidi, Bruno 5 Chan, Hock Peng 5 Geertsema, Jan C. 5 Ghosh, Malay 5 Greenshtein, Eitan 5 Gut, Allan 5 Mahmoudi, Eisa 5 Mukherjee, Amitava 5 Nikiforov, Igor V. 5 Rosenberger, William F. 5 Roters, Markus 5 Samuel-Cahn, Ester 4 Bhattacharjee, Debanjan 4 Buzaianu, Elena M. 4 Clayton, Murray K. 4 de Silva, Basil M. 4 Dmitrienko, Alexei 4 Hall, William Jackson (Jack) 4 Jeske, Daniel R. 4 Joshi, Neeraj 4 Jun, Chi-Hyuck 4 Karunamuni, Rohana J. 4 Konev, Victor V. 4 Panchapakesan, Subrahmanian 4 Park, Changsoon 4 Shiryaev, Al’bert Nikolaevich 4 Shuster, Jonathan J. 4 Sinha, Bikas Kumar 4 Yakir, Benjamin 3 Allaart, Pieter C. 3 Arkoun, Ouerdia 3 Banerjee, Taposh 3 Boukai, Benzion 3 Cheng, Raymond 3 Christensen, Soren 3 Dahmani, Abdelnasser 3 Eisenberg, Bennett 3 Gillen, Daniel L. 3 Goldsman, David M. 3 Hawkins, Doyle L. 3 Hoekstra, Robert M. 3 Honda, Toshio 3 Huang, Peng ...and 622 more Authors
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#### Fields

 879 Statistics (62-XX) 253 Probability theory and stochastic processes (60-XX) 58 Numerical analysis (65-XX) 27 Operations research, mathematical programming (90-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 History and biography (01-XX) 14 Biology and other natural sciences (92-XX) 13 General and overarching topics; collections (00-XX) 8 Systems theory; control (93-XX) 7 Information and communication theory, circuits (94-XX) 4 Partial differential equations (35-XX) 4 Integral equations (45-XX) 4 Computer science (68-XX) 3 Combinatorics (05-XX) 3 Mechanics of deformable solids (74-XX) 2 Number theory (11-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) 1 Mathematics education (97-XX)

#### Citations contained in zbMATH Open

546 Publications have been cited 2,319 times in 1,432 Documents Cited by Year
Minimax methods for multihypothesis sequential testing and change-point detection problems. Zbl 1274.62512
Brodsky, Boris; Darkhovsky, Boris
2008
Two-stage procedures for high-dimensional data. Zbl 1228.62096
Aoshima, Makoto; Yata, Kazuyoshi
2011
Second order properties of accelerated stopping times with applications in sequential estimation. Zbl 0734.62085
Mukhopadhyay, N.; Solanky, T. K. S.
1991
Sequential estimation of the autoregressive parameter in a first order autoregressive process. Zbl 0669.62074
Sriram, T. N.
1988
Optimal variables sampling interval control charts. Zbl 0712.62098
Reynolds, Marion R. jun.
1989
Optimal one-sided Shewhart control charts with variable sampling intervals. Zbl 0682.62081
Reynolds, Marion R. jun.; Arnold, Jesse C.
1989
Evaluating properties of variable sampling interval control charts. Zbl 0819.62085
Reynolds, Marion R. jun.
1995
Sequential estimation of the mean of a linear process. Zbl 0754.62063
Fakhre-Zakeri, I.; Lee, S.
1992
Randomized urn models and sequential design. (With comments and rejoinder). Zbl 0999.62061
Rosenberger, William F.
2002
Empirical Bayes methods in sequential estimation. Zbl 0628.62081
1987
Exact risks of sequential point estimators of the exponential parameter. Zbl 1099.62093
2006
Two-stage estimation of a linear function of normal means with second-order approximations. Zbl 1031.62063
2002
Asymptotically optimal quickest change detection in distributed sensor systems. Zbl 1247.93014
Tartakovsky, Alexander G.; Veeravalli, Venugopal V.
2008
Bayes sequential estimation of Poisson mean under a LINEX loss function. Zbl 0974.62062
2001
EWMA charts for multivariate time series. Zbl 0883.62113
Kramer, H. G.; Schmid, W.
1997
Sequential estimation for time series models. Zbl 1319.62193
Sriram, T. N.; Iaci, Ross
2014
Bootstrapping sequential change-point tests. Zbl 1145.62060
Kirch, Claudia
2008
Two-stage procedures for comparing several exponential populations with a control when the scale parameters are unknown and unequal. Zbl 0716.62031
Lam, K.; Ng, C. K.
1990
A maximized sequential probability ratio test for drug and vaccine safety surveillance. Zbl 1209.62188
Kulldorff, Martin; Davis, Robert L.; Kolczak, Margarette; Lewis, Edwin; Lieu, Tracy; Platt, Richard
2011
Sequential methods for detecting changes in the variance of economic time series. Zbl 0987.62053
Schipper, Stefan; Schmid, Wolfgang
2001
An alternative formulation of accelerated sequential procedures with applications to parametric and nonparametric estimation. Zbl 0876.62070
1996
Sequential change-point detection and estimation. Zbl 1048.62077
Gombay, Edit
2003
Anscombe’s theorem 60 years later. Zbl 1252.60042
Gut, Allan
2012
Exact bounded risk estimation when the terminal sample size and estimator are dependent: The exponential case. Zbl 1084.62072
2006
Purely sequential and two-stage fixed-accuracy confidence interval estimation methods for count data from negative binomial distributions in statistical ecology: one-sample and two-sample problems. Zbl 1301.92077
2014
Asymptotic optimality of change-point detection schemes in general continuous-time models. Zbl 1136.62054
Baron, M.; Tartakovsky, A. G.
2006
Bounded risk estimation of the exponential parameter in a two-stage sampling. Zbl 1104.62092
2006
A note on three-stage and sequential point estimation procedures for a normal mean. Zbl 0577.62076
1985
A tail area influence function and its application to testing. Zbl 0592.62030
Field, C. A.; Ronchetti, E.
1985
Quasi-stationary biases of change point and change magnitude estimation after sequential CUSUM test. Zbl 0944.62074
Srivastava, M. S.; Wu, Yanhong
1999
The distribution of Brownian motion on linear stopping boundaries. Zbl 0884.62093
Hall, W. J.
1997
Approximate bias calculations for sequentially designed experiments. Zbl 0897.62087
Coad, D. S.; Woodroofe, M. B.
1998
Estimators with prescribed precision in stochastic regression models. Zbl 0838.62072
Konev, Victor; Lai, Tze Leung
1995
Quickest detection problems: fifty years later. Zbl 1203.62137
Shiryaev, Albert N.
2010
Optimal surveillance based on exponentially weighted moving averages. Zbl 1104.62094
Frisén, Marianne; Sonesson, Christian
2006
On converging boundaries for the SPRT. Zbl 0698.62078
Golhar, D. Y.; Pollock, S. M.
1988
Fixed-size confidence regions for the mean vector of a multinormal distribution. Zbl 0632.62050
1986
The exact distributions of the stopping times and their functionals in two-stage and sequential fixed-width confidence intervals of the exponential parameter. Zbl 1157.62052
Zacks, S.
2009
Optimal sequential tests for two simple hypotheses. Zbl 1162.62080
Novikov, Andrey
2009
Likelihood ratio identities and their applications to sequential analysis (with discussion). Zbl 1075.62070
Lai, Tze Leung
2004
Sequential estimation for the parameters of a stationary autoregressive model. Zbl 0814.62046
Lee, Sangyeol
1994
State-of-the-art in Bayesian changepoint detection. Zbl 1190.62151
Tartakovsky, Alexander G.; Moustakides, George V.
2010
Distributions of sequential and two-stage stopping times for fixed-width confidence intervals in Bernoulli trials: Application in reliability. Zbl 1124.62055
2007
A.P.O. rules in hierarchical and empirical Bayes models. Zbl 0681.62066
Ghosh, Malay; Hoekstra, Robert M.
1989
Three-stage point estimation procedures for a normal mean. Zbl 0622.62082
Mukhopadhyay, N.; Hamdy, H. I.; Al-Mahmeed, M.; Costanza, M. C.
1987
A tribute to Frank Anscombe and random central limit theorem from 1952. Zbl 1274.62514
2012
Control charts applying a general sequential test at each sampling point. Zbl 0880.62082
Stoumbos, Zachary G.; Reynolds, Marion R. jun.
1996
Sequential comparison of two treatments in clinical trials: A decision theoretic approach based on randomized play-the-winner rule. Zbl 0879.62067
1997
Detecting changes in probabilities of a multi-component process. Zbl 0838.62067
Khan, Rasul A.
1995
Statistical surveillance of the parameters of a one-factor Cox-Ingersoll-Ross model. Zbl 1054.62128
Schmid, Wolfgang; Tzotchev, Dobromir
2004
Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: illustrations with infant mortality and bone marrow data. Zbl 1345.62114
2016
Bayesian sequential estimation of a drift of fractional Brownian motion. Zbl 1294.62175
Çetin, U.; Novikov, A.; Shiryaev, A. N.
2013
Sequential estimation of a linear funktion of mean vectors. Zbl 0689.62067
1989
Two-stage estimation of mean in a negative binomial distribution with applications to mexican bean beetle data. Zbl 1065.62187
Mukhopadhyay, N.; de Silva, B. M.
2005
On the large sample optimality of sequential designs for comparing two or more treatments. Zbl 1074.62048
Antognini, Alessandro Baldi; Giovagnoli, Alessandra
2005
Nonparametric partial sequential test for location shift at an unknown time point. Zbl 1107.62071
2007
Nonparametric partial sequential tests for patterned alternatives in multisample problems. Zbl 1124.62050
Bandyopadhyay, Uttam; Mukherjee, Amitava; Purkait, Barendra
2007
Asymptotic results for stopping times based on U-statistics. Zbl 0582.62074
1985
On sequentially adaptive asymptotically efficient rank statistics. Zbl 0594.62052
Hušková, Marie; Sen, Pranab Kumar
1985
Fixed-size confidence regions for the difference of the means of two multinormal populations. Zbl 0632.62051
1986
Some results on estimation for two-stage clinical trials. Zbl 0783.62090
1992
Two-stage and sequential estimation of the scale parameter of a gamma distribution with fixed-width intervals. Zbl 1223.62142
Zacks, S.; Khan, Rasul A.
2011
A.P.O. rules in hierarchical Bayes regression models. Zbl 0833.62073
Ghosh, Malay; Hoekstra, Robert M.
1995
Exact determination of the run length distribution of a one-sided CUSUM procedure applied on an ordinary Poisson process. Zbl 1057.60039
Zacks, S.
2004
EWMA charts for monitoring the mean and the autocovariances of stationary Gaussian processes. Zbl 1029.62089
Rosołowski, M.; Schmid, W.
2003
Asymmetric penalized prediction using adaptive sampling procedures. Zbl 1061.62122
Chattopadhyay, Saibal; Datta, Sujay; Sengupta, Raghu Nandan
2005
Importance sampling for generalized likelihood ratio procedures in sequential analysis. Zbl 1075.62069
Chan, H. P.; Lai, T. L.
2005
Sequential design and estimation in heteroscedastic nonparametric regression. Zbl 1112.62080
Efromovich, Sam
2007
Is average run length to false alarm always an informative criterion? Zbl 1149.62070
Mei, Yajun
2008
Discussion on “Is average run length to false alarm always an informative criterion?” by Yajun Mei. Zbl 1247.60060
Tartakovsky, Alexander G.
2008
On the performance of the fluctuation test for structural change. Zbl 1274.62513
Horváth, Lajos; Kühn, Mario; Steinebach, Josef
2008
An improvement on Paulson’s procedure for selecting the population with the largest mean from $$k$$ normal populations with a common unknown variance. Zbl 0744.62032
Hartmann, Mark
1991
Multivariate control charts for monitoring the process mean and variability using sequential sampling. Zbl 1116.62138
Reynolds, Marion R. jun.; Kim, Keunpyo
2007
Off-line detection of multiple change points by the filtered derivative with $$p$$-value method. Zbl 1215.62076
Bertrand, Pierre Raphael; Fhima, Mehdi; Guillin, Arnaud
2011
Multistage estimation procedures with bounded risk for the normal mean under LINEX loss function. Zbl 1099.62092
2006
First passage times for perturbed random walks. Zbl 0754.60076
Gut, Allan
1992
Power of the sequential Monte Carlo test. Zbl 1162.62081
Silva, I.; Assunção, R.; Costa, M.
2009
Optimal sequential surveillance for finance, public health, and other areas. Zbl 1170.62059
Frisén, Marianne
2009
Asymptotically pointwise optimal rules in the Poisson process. Zbl 1180.62136
Hwang, Leng-Cheng
2001
Nonparametric adaptive change-point estimation and on-line detection. Zbl 0953.62030
Baron, Michael I.
2000
On uniform integrability and asymptotically risk-efficient sequential estimation. Zbl 0876.62069
Lai, Tze Leung
1996
Sequential estimation for fractional Ornstein-Uhlenbeck type process. Zbl 1103.62076
Prakasa Rao, B. L. S.
2004
Third order asymptotic efficiency of the sequential maximum likelihood estimation procedure. Zbl 0689.62065
Akahira, Masafumi; Takeuchi, Kei
1989
A modification of Schwarz’s sequential likelihood ratio tests in multivariate sequential analysis. Zbl 0816.62063
Lai, Tze Leung; Zhang, Limin
1994
Change-point analysis based on empirical characteristic functions of ranks. Zbl 1104.62050
Hušková, Marie; Meintanis, Simos G.
2006
Sequential change-point detection procedures that are nearly optimal and computationally simple. Zbl 1149.62069
Lorden, Gary; Pollak, Moshe
2008
Sequential shrinkage estimation in the general linear model. Zbl 0649.62084
Sriram, T. N.; Bose, Arup
1988
Non-existence of fixed sample size procedures for scale families. Zbl 0587.62009
1986
Sequential shrinkage estimation of the difference between two multivariate normal means. Zbl 0633.62079
Nickerson, David M.
1987
Bayes sequential estimation for one-parameter exponential family under asymmetric LINEX loss function. Zbl 1235.62117
Hwang, Leng-Cheng; Lee, Cheng-Hung
2012
Properties of multivariate control charts with estimated parameters. Zbl 1111.62117
Champ, Charles W.; Jones-Farmer, L. Allison
2007
Change-points: from sequential detection to biology and back. Zbl 1271.62191
Siegmund, David
2013
Sequential testing problems for Lévy processes. Zbl 1261.62075
Buonaguidi, Bruno; Muliere, Pietro
2013
Asymptotically optimal sequential tests for nonhomogeneous processes. Zbl 0899.62100
Tartakovsky, Alexander
1998
Toxicity in sequential dose-response experiments. Zbl 0838.62063
Flournoy, Nancy; Durham, Stephen D.; Rosenberger, William F.
1995
On fixed width confidence regions for multivariate normal mean when the covariance matrix has some structure. Zbl 0844.62074
Nagao, Hisao
1996
An asymptotically optimal fixed-width confidence interval for the difference of two normal means. Zbl 0881.62030
Aoshima, Makoto; Hyakutake, Hiroto; Dudewicz, Edward J.
1996
Principles of optimal sequential planning. Zbl 1054.62093
Schmegner, Claudia; Baron, Michael I.
2004
On the quasi-stationary distribution of the Shiryaev-Roberts diffusion. Zbl 1362.62158
Polunchenko, Aleksey S.
2017
Authors’ response. Zbl 1284.62499
Aoshima, Makoto; Yata, Kazuyoshi
2011
Estimation of common change point and isolation of changed panels after sequential detection. Zbl 1442.62098
Wu, Yanhong
2020
Sequential tests of multiple hypotheses controlling false discovery and nondiscovery rates. Zbl 1442.62041
Bartroff, Jay; Song, Jinlin
2020
Detection of similar successive groups in a model with diverging number of variable groups. Zbl 1442.62119
Ciuperca, Gabriela; Maciak, Matúš; Wahl, François
2020
Sequential subspace change point detection. Zbl 1461.62138
Xie, Liyan; Xie, Yao; Moustakides, George V.
2020
Multi-stage point estimation of the mean of an inverse Gaussian distribution. Zbl 1418.62282
Chaturvedi, Ajit; Bapat, Sudeep R.; Joshi, Neeraj
2019
Minimum risk sequential point estimation of the stress-strength reliability parameter for exponential distribution. Zbl 1435.62310
Mahmoudi, Eisa; Khalifeh, Ashkan; Nekoukhou, Vahid
2019
Multi-stage procedures for the minimum risk and bounded risk point estimation of the location of negative exponential distribution under the modified LINEX loss function. Zbl 1422.62270
Chaturvedi, Ajit; Bapat, Sudeep R.; Joshi, Neeraj
2019
Sequential model selection method for nonparametric autoregression. Zbl 1430.62075
Arkoun, Ouerdia; Brua, Jean-Yves; Pergamenchtchikov, Serguei
2019
Scan $$B$$-statistic for kernel change-point detection. Zbl 1430.62180
Li, Shuang; Xie, Yao; Dai, Hanjun; Song, Le
2019
A $$k$$-stage procedure for estimating the mean vector of a multivariate normal population. Zbl 1434.62172
Chaturvedi, Ajit; Bapat, Sudeep R.; Joshi, Neeraj
2019
Determination of multiple dependent state repetitive group sampling plan based on the process capability index. Zbl 1431.62034
2019
Sequential estimation in the group testing problem. Zbl 1390.62163
Haber, Gregory; Malinovsky, Yaakov; Albert, Paul S.
2018
Proportional closeness estimation of probability of contamination under group testing. Zbl 1403.62145
Malinovsky, Yaakov; Zacks, Shelemyahu
2018
EDA on the asymptotic normality of the standardized sequential stopping times. I: Parametric models. Zbl 1421.62114
2018
Sequential testing of a Wiener process with costly observations. Zbl 06866018
2018
Some optimal variance stopping problems revisited with an application to the Italian Ftse-Mib stock index. Zbl 1390.60154
Buonaguidi, Bruno; Mira, Antonietta
2018
Two-stage estimation for a normal mean having a known lower bound of variance with final sample size defined via Gini’s mean difference and mean absolute deviation. Zbl 1403.62146
2018
Sequential fixed-width confidence interval for the $$r$$th power of the exponential scale parameter: two-stage and sequential sampling procedures. Zbl 1434.62170
Lalehzari, Reihaneh; Mahmoudi, Eisa; Khalifeh, Ashkan
2018
Sequentially estimating the required optimal observed number of tagged items with bounded risk in the recapture phase under inverse binomial sampling. Zbl 1418.62283
2018
Improved sequential Cramer-Rao type integral inequality. Zbl 06866019
Rao, B. L. S. Prakasa
2018
Two-stage procedures for the bounded risk point estimation of the parameter and hazard rate in two families of distributions. Zbl 06866020
Mukhopadhyay, Nitis; Chaturvedi, Ajit; Malhotra, Ananya
2018
A test of sphericity for high-dimensional data and its application for detection of divergently spiked noise. Zbl 1418.62241
Yata, Kazuyoshi; Aoshima, Makoto; Nakayama, Yugo
2018
Exponential inequalities for Mann’s iterative scheme with functional random errors. Zbl 1391.76652
Barache, Bahia; Arab, Idir; Dahmani, Abdelnasser
2018
On the quasi-stationary distribution of the Shiryaev-Roberts diffusion. Zbl 1362.62158
Polunchenko, Aleksey S.
2017
Bounded risk estimation of the hazard rate function of the exponential distribution: two-stage procedure. Zbl 1362.62159
Mahmoudi, Eisa; Lalehzari, Reihaneh
2017
An effective method for the explicit solution of sequential problems on the real line. Zbl 1427.60066
Christensen, Sören
2017
Confidence intervals and point estimators for a normal mean under purely sequential strategies involving Gini’s mean difference and mean absolute deviation. Zbl 1373.62422
2017
Sequential detection of three-dimensional signals under dependent noise. Zbl 1386.60125
Prause, Annabel; Steland, Ansgar
2017
Asymptotic exponentiality of the first exit time of the Shiryaev-Roberts diffusion with constant positive drift. Zbl 06814901
Polunchenko, Aleksey S.
2017
Purely sequential bounded-risk point estimation of the negative binomial means under various loss functions: multi-sample problems. Zbl 06840589
2017
Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen. Zbl 1419.60038
Irle, Albrecht
2017
Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen. Zbl 1419.60027
Steland, Ansgar
2017
Designing of multiple deferred state sampling plan for generalized inverted exponential distribution. Zbl 1366.62187
Balamurali, Saminathan; Jeyadurga, P.; Usha, Mahalingam
2017
Real time change-point detection in a nonlinear quantile model. Zbl 1366.62035
Ciuperca, Gabriela
2017
A sequential method for real-time detection of life-threatening signals in serum potassium level after myocardial infarction. Zbl 1373.62552
Shauly-Aharonov, Michal; Pollak, Moshe; Plakht, Ygal
2017
Statistical analysis of masked data in a hybrid system based on copula theory under progressive hybrid censoring. Zbl 1373.62491
Cai, Jing; Shi, Yimin; Bai, Xuchao
2017
Truncated SPRTs with application to multivariate normal data. Zbl 1373.62277
Kim, Hyunkyoung; Jeske, Daniel R.
2017
Universal sequential outlier hypothesis testing. Zbl 06814898
Li, Yun; Nitinawarat, Sirin; Veeravalli, Venugopal V.
2017
ARL-unbiased geometric and $$CCC_G$$ control charts. Zbl 1385.62035
Morais, Manuel Cabral
2017
Quickest detection of a state-dependent change-point in discrete time. Zbl 06840593
Cai, Liang; Pan, Li-Yun; Zhang, Huan-Huan; Gao, Ming-Zhong; Wang, Zhi-Nan
2017
Multistage point estimation methodologies for a negative exponential location under a modified linex loss function: illustrations with infant mortality and bone marrow data. Zbl 1345.62114
2016
Multistage estimation of the difference of locations of two negative exponential populations under a modified Linex loss function: real data illustrations from cancer studies and reliability analysis. Zbl 1351.62184
2016
On fixed-accuracy and bounded accuracy confidence interval estimation problems in Fisher’s “Nile” example. Zbl 1357.62272
2016
Exact distribution of the generalized Shiryaev-Roberts stopping time under the minimax Brownian motion setup. Zbl 1338.62183
Polunchenko, Aleksey S.
2016
Sequential robust estimation for nonparametric autoregressive models. Zbl 1358.62071
Arkoun, Ouerdia; Pergamenchtchikov, Serguei
2016
On stochastic ordering and control charts for traffic intensity. Zbl 1354.90041
Morais, Manuel Cabral; Pacheco, António
2016
Optimal sequential testing for an inverse Gaussian process. Zbl 1343.60045
Buonaguidi, Bruno; Muliere, Pietro
2016
Sequential nonparametric procedures for testing the equality of two lifetime distributions based on progressively censored data. Zbl 1383.62139
Zhu, Xiaojun; Ng, Hon Keung Tony; Tang, Man Lai
2016
Complete convergence of stochastic approximation algorithm in $$\mathbb{R}^d$$ under random noises. Zbl 1351.65007
Arab, Idir; Dahmani, Abdelnasser
2016
Sequential detection/isolation of abrupt changes. Zbl 1356.62114
Nikiforov, Igor V.
2016
Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov. Zbl 1356.62119
Tartakovsky, Alexander G.
2016
Detecting changes in a Poisson process monitored at random time intervals. Zbl 1351.62158
Brown, Marlo
2016
Designing of two mixed variable lot-size sampling plans using repetitive sampling and resampling based on the process capability index. Zbl 1392.62341
Balamurali, Saminathan; Aslam, Muhammad; Jun, Chi-Hyuck
2016
Two-stage and sequential estimation of parameter $$N$$ of binomial distribution when $$p$$ is known. Zbl 1357.62270
De, Shyamal K.; Zacks, Shelemyahu
2016
Geometric classifier for multiclass, high-dimensional data. Zbl 1327.62373
Aoshima, Makoto; Yata, Kazuyoshi
2015
Exact risk evaluation of the two-stage estimation of the gamma scale parameter under bounded risk constraint. Zbl 1323.62083
Roughani, Ghahraman; Mahmoudi, Eisa
2015
Bounded risk estimation of the scale parameter of a gamma distribution in a two-stage sampling procedure. Zbl 1329.62360
Mahmoudi, Eisa; Shahraki, Ghahraman Roughani
2015
Vertically weighted averages in Hilbert spaces and applications to imaging: fixed-sample asymptotics and efficient sequential two-stage estimation. Zbl 1349.62158
Steland, Ansgar
2015
Improved acceptance sampling plan based on EWMA statistic. Zbl 1327.62494
2015
Quickest detection with discretely controlled observations. Zbl 1309.62142
Bayraktar, Erhan; Kravitz, Ross
2015
Constrained Bayesian method for testing multiple hypotheses in sequential experiments. Zbl 1317.62023
Kachiashvili, K. J.
2015
On optimal adaptive prediction of multivariate autoregression. Zbl 1326.60050
Kusainov, Marat I.; Vasiliev, Vyacheslav A.
2015
A linear programming approach to sequential hypothesis testing. Zbl 1317.62065
Fauß, Michael; Zoubir, Abdelhak M.
2015
Fixed accuracy interval estimation of the common variance in an equi-correlated normal distribution. Zbl 1347.60030
2015
Controlled sensing for sequential multihypothesis testing with controlled Markovian observations and non-uniform control cost. Zbl 1308.62160
Nitinawarat, Sirin; Veeravalli, Venupogal V.
2015
Efficient score statistic in drug and vaccine safety surveillance. Zbl 1309.62139
Gombay, Edit; Li, Fuxiao
2015
A Stein-type two-sample procedure for comparing normal means. Zbl 1331.62096
Buzaianu, Elena M.; Chen, Pinyuen
2015
Exact evaluation of two-stage Stein-like procedures – review. Zbl 1369.62207
Zacks, Shelemyahu
2015
Sensitivity analysis of multistage sampling to departure of an underlying distribution from normality with computer simulations. Zbl 1369.62202
Hamdy, H. I.; Son, M. S.; Yousef, A. S.
2015
Optimum partially accelerated life test plans with progressively type I interval-censored data. Zbl 1317.62078
Ismail, Ali A.
2015
Optimal stopping for dynamic recruitment problem with probabilistic loss of candidates. Zbl 1320.60103
Zhou, Chi; Tang, Wansheng; Zhao, Ruiqing
2015
Sequential estimation for time series models. Zbl 1319.62193
Sriram, T. N.; Iaci, Ross
2014
Purely sequential and two-stage fixed-accuracy confidence interval estimation methods for count data from negative binomial distributions in statistical ecology: one-sample and two-sample problems. Zbl 1301.92077
2014
Some nonparametric tests for change-point detection based on the $$\mathbb{P}$$-$$\mathbb{P}$$ and $$\mathbb{Q}$$-$$\mathbb{Q}$$ plot processes. Zbl 1319.62094
2014
Information approach for the change-point detection in the skew normal distribution and its applications. Zbl 1305.62083
Ngunkeng, Grace; Ning, Wei
2014
Modified three-stage sampling for fixed-width interval estimation of the common variance of equicorrelated normal distributions. Zbl 1319.62178
De, Shyamal K.
2014
The methods of sequential analysis of Bayesian type for the multiple testing problem. Zbl 1319.62061
Kachiashvili, K. J.
2014
An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure. Zbl 1319.62175
Polunchenko, Aleksey S.; Sokolov, Grigory; Du, Wenyu
2014
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62144
Galtchouk, Leonid I.
2014
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62145
2014
Quickest detection of changes in the generating mechanism of a time series via the $$\epsilon$$-complexity of continuous functions. Zbl 1319.62170
Darkhovsky, Boris; Piryatinska, Alexandra
2014
Sequential classification on lattices with experiment-specific response distributions. Zbl 1319.62165
Tatsuoka, Curtis
2014
Asymptotically pointwise optimal change detection in multiple channels. Zbl 1305.62295
Baron, Michael
2014
Optimal selection of the most probable multinomial alternative. Zbl 1319.62048
Tollefson, Eric; Goldsman, David; Kleywegt, Anton; Tovey, Craig
2014
Unbalanced and partial group sequential methods for normal responses in clinical trials. Zbl 1319.62163
Biswas, Atanu; Mukherjee, Shirsendu; Kim, KyungMann
2014
Adaptive designs to maximize power in clinical trials with multiple treatments. Zbl 1319.62208
Azriel, David; Feigin, Paul D.
2014
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62147
Christensen, Sören
2014
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62148
Irle, Albrecht
2014
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62150
Lai, Tze Leung
2014
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62151
Novikov, A.; Shiryaev, A. N.
2014
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62153
Solanky, Tumulesh K. S.
2014
Discussion on “Sequential estimation for time series models” by T. N. Sriram and Ross Iaci. Zbl 1291.62149
Kumon, Masayuki; Takemura, Akimichi; Takeuchi, Kei
2014
Sequential search beats a two-parameter search. Zbl 1295.90014
Cheng, Raymond
2014
Asymptotic non-deficiency of some procedures for a particular exponential family under relative LINEX loss. Zbl 1319.62180
Hwang, Leng-Cheng
2014
An information-based approach to the change-point problem of the noncentral skew $$t$$ distribution with applications to stock market data. Zbl 1305.62296
Hasan, Abeer; Ning, Wei; Gupta, Arjun K.
2014
The slippage configuration is always the least favorable configuration for two alternatives. Zbl 1305.62091
Tovey, Craig A.
2014
Recursive estimation of conditional spatial medians and conditional quantiles. Zbl 1305.62298
Belitser, Eduard; Serra, Paulo
2014
Generalized sequential probability ratio test for separate families of hypotheses. Zbl 1305.62297
Li, Xiaoou; Liu, Jingchen; Ying, Zhiliang
2014
Bayesian sequential estimation of a drift of fractional Brownian motion. Zbl 1294.62175
Çetin, U.; Novikov, A.; Shiryaev, A. N.
2013
Change-points: from sequential detection to biology and back. Zbl 1271.62191
Siegmund, David
2013
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#### Cited by 1,377 Authors

 92 Mukhopadhyay, Nitis 38 Aoshima, Makoto 25 Schmid, Wolfgang 24 Bandyopadhyay, Uttam 24 Yata, Kazuyoshi 21 Biswas, Atanu 20 Zacks, Shelemyahu 18 Lai, Tze Leung 17 Hwang, Leng-Cheng 17 Sriram, T. N. 14 Solanky, Tumulesh K. S. 13 Frisén, Marianne 13 Morais, Manuel Cabral 13 Tartakovsky, Alexander G. 12 Baron, Michael I. 12 Galtchouk, Leonid I. 12 Reynolds, Marion R. jun. 12 Steland, Ansgar 12 Takada, Yoshikazu 11 Coad, D. Stephen 11 Gombay, Edit 11 Hušková, Marie 11 Lee, Sangyeol 11 Mukherjee, Amitava 11 Pergamenshchikov, Sergeĭ Markovich 11 Polunchenko, Aleksey S. 11 Wu, Yanhong 10 Bartroff, Jay 10 De, Shyamal Krishna 10 Isogai, Eiichi 10 Pacheco, António 10 Sen, Pranab Kumar 9 Darkhovsky, Boris S. 9 Silva, Ivair R. 8 Akahira, Masafumi 8 Bapat, Sudeep R. 8 Khan, Rasul A. 8 Stoumbos, Zachary G. 7 Andersson, Eva 7 Bhattacharya, Rahul 7 Brodsky, Boris 7 Efromovich, Sam 7 Hu, Feifang 7 Kirch, Claudia 7 Mahmoudi, Eisa 7 Mei, Yajun 7 Nikiforov, Igor V. 7 Novikov, Andreĭ Alekseevich 7 Rekab, Kamel 6 Bodnar, Olha 6 Brown, Marlo 6 Chaturvedi, Ajit Kumar 6 Dmitrienko, Alexei 6 Dudewicz, Edward J. 6 Govindarajulu, Zakkula 6 Gut, Allan 6 Hamdy, Hosny I. 6 Irle, Albrecht 6 Jun, Chi-Hyuck 6 Karunamuni, Rohana J. 6 Khoo, Michael Boon Chong 6 Koike, Ken-ichi 6 Martinsek, Adam T. 6 Meintanis, Simos G. 6 Moustakides, George V. 6 Ning, Wei 6 Okhrin, Yarema 6 Prakasa Rao, B. L. S. 6 Uno, Chikara 6 Vasil’iev, Vyacheslav A. 6 Woodroofe, Michael Barrett 6 Zhang, Li-Xin 5 Amin, Raid W. 5 Aue, Alexander 5 Bhattacharjee, Debanjan 5 Bose, Arup 5 Bouzebda, Salim 5 Buonaguidi, Bruno 5 Chan, Hock Peng 5 Chen, Pinyuen 5 Das, Radhakanta 5 Flournoy, Nancy 5 Gill, Amar Nath 5 Golosnoy, Vasyl 5 Han, Dong 5 Horváth, Lajos 5 Ishii, Aki 5 Knoth, Sven 5 Lazariv, Taras 5 Leu, Cheng-Shiun 5 Levin, Bruce R. 5 Mahmoud, Mahmoud A. 5 Malinovsky, Yaakov 5 Munk, Axel 5 Nagao, Hisao 5 Paganoni, Anna Maria 5 Rosenberger, William F. 5 Shiryaev, Al’bert Nikolaevich 5 Szajowski, Krzysztof J. 5 Veeravalli, Venugopal V. ...and 1,277 more Authors
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#### Cited in 175 Journals

 423 Sequential Analysis 112 Journal of Statistical Planning and Inference 90 Communications in Statistics. Theory and Methods 47 Statistics & Probability Letters 42 Communications in Statistics. Simulation and Computation 31 The Annals of Statistics 28 Metrika 27 Annals of the Institute of Statistical Mathematics 24 Journal of Statistical Computation and Simulation 20 European Journal of Operational Research 20 Computational Statistics and Data Analysis 19 Methodology and Computing in Applied Probability 18 Statistical Methodology 17 Journal of Multivariate Analysis 17 Journal of Applied Statistics 16 Stochastic Processes and their Applications 15 Journal of Applied Probability 15 Statistics 15 Statistical Papers 15 Electronic Journal of Statistics 13 Stochastic Analysis and Applications 13 American Journal of Mathematical and Management Sciences 12 Journal of Nonparametric Statistics 12 Journal of Statistical Theory and Practice 11 Advances in Applied Probability 11 The Annals of Applied Probability 11 Test 9 Biometrics 9 Mathematical Methods of Statistics 9 AStA. Advances in Statistical Analysis 7 Computational Statistics 6 Scandinavian Journal of Statistics 6 Mathematical Problems in Engineering 6 Journal of the Korean Statistical Society 6 The Annals of Applied Statistics 5 Applied Mathematics and Computation 5 Journal of the American Statistical Association 5 Journal of Computational and Applied Mathematics 5 Operations Research Letters 5 Annals of Operations Research 5 Economic Quality Control 5 Statistics and Computing 4 Theory of Probability and its Applications 4 Journal of Mathematical Psychology 4 Operations Research 4 Statistical Science 4 Lifetime Data Analysis 4 Bernoulli 4 Mathematical Methods of Operations Research 4 International Journal of Theoretical and Applied Finance 4 Statistical Inference for Stochastic Processes 4 Probability in the Engineering and Informational Sciences 4 Statistical Methods and Applications 4 Stochastics 3 Computers & Mathematics with Applications 3 Lithuanian Mathematical Journal 3 Psychometrika 3 Journal of Econometrics 3 Kybernetika 3 Applied Mathematical Modelling 3 Automation and Remote Control 3 Australian & New Zealand Journal of Statistics 3 Nonlinear Analysis. Real World Applications 3 Statistical Analysis and Data Mining 3 Journal of the Japan Statistical Society. Japanese Issue 3 Japanese Journal of Statistics and Data Science 2 The Canadian Journal of Statistics 2 Journal of Mathematical Analysis and Applications 2 Russian Mathematical Surveys 2 Applied Mathematics and Optimization 2 Biometrical Journal 2 Mathematics of Operations Research 2 Metron 2 SIAM Journal on Control and Optimization 2 Journal of the Japan Statistical Society 2 Insurance Mathematics & Economics 2 Journal of Time Series Analysis 2 Economics Letters 2 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 2 Journal of Mathematical Sciences (New York) 2 Random Operators and Stochastic Equations 2 Applied Mathematical Finance 2 Lobachevskii Journal of Mathematics 2 Brazilian Journal of Probability and Statistics 2 Quantitative Finance 2 Stochastic Models 2 Statistical Modelling 2 Journal of Machine Learning Research (JMLR) 2 Statistical Methods in Medical Research 2 Journal of Industrial and Management Optimization 2 Proceedings of the Steklov Institute of Mathematics 2 Sankhyā. Series A 2 Sankhyā. Series B 2 Bayesian Analysis 2 Nonlinear Analysis. Theory, Methods & Applications 2 Stochastics and Quality Control 1 ACM Computing Surveys 1 Communications in Mathematical Physics 1 Discrete Mathematics 1 International Journal of Theoretical Physics ...and 75 more Journals
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#### Cited in 33 Fields

 1,290 Statistics (62-XX) 355 Probability theory and stochastic processes (60-XX) 157 Numerical analysis (65-XX) 79 Operations research, mathematical programming (90-XX) 71 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Computer science (68-XX) 31 Biology and other natural sciences (92-XX) 26 Information and communication theory, circuits (94-XX) 23 Systems theory; control (93-XX) 10 History and biography (01-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 6 Ordinary differential equations (34-XX) 6 Partial differential equations (35-XX) 4 Combinatorics (05-XX) 4 Integral equations (45-XX) 3 Special functions (33-XX) 3 Statistical mechanics, structure of matter (82-XX) 2 General and overarching topics; collections (00-XX) 2 Number theory (11-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Difference and functional equations (39-XX) 2 Differential geometry (53-XX) 2 Mechanics of deformable solids (74-XX) 2 Geophysics (86-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Quantum theory (81-XX) 1 Relativity and gravitational theory (83-XX)