On the average run length to false alarm in surveillance problems which possess an invariance structure
Work
Year: 1998
Type: article
Abstract: Surveillance can be based, in some change-point detection problems, on a sequence of invariant statistics. Gordon and Pollak prove that, under certain conditions, the average run length (ARL) to false... more
Source: The Annals of Statistics
Author Benjamin Yakir
Institution Hebrew University of Jerusalem
Cites: 12
Cited by: 18
Related to: 10
FWCI: 0.599
Citation percentile (by year/subfield): 80.61
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: bronze