Author's response. Issue 3 (2nd July 2016)

• Record Type: Journal Article
• Authors: Nikiforov, Igor V.
• Is Part Of: Sequential analysis. Volume 35:Issue 3(2016)
• Page Start: 324
• Page End: 330
• Publication Date: 2016-07-02
• Subjects: Asymptotic optimality -- average detection delay -- average run length to a false alarm -- average run length to a false isolation -- changepoint detection/isolation -- false alarm rate -- false isolation rate; 62L10 -- 62L15 -- 60G40 -- 62F05 -- 62P30; Sequential analysis -- Periodicals; 519.54
• DOI: 10.1080/07474946.2016.1206376
• Languages: English
• ISSNs: 0747-4946

Abstract

ABSTRACT: This article contains the author's responses to the five discussion papers commenting on the results presented in Nikiforov (2016 ). The quickest detection/isolation of abrupt changes is the generalization of the quickest detection of abrupt changes to the case of M post-change hypotheses. It is necessary to detect the change in distribution as soon as possible and to indicate which hypothesis is true after a change occurs.