Abstract
In this rejoinder I briefly summarize my thoughts on appropriate measures of performance for evaluating change-point detection schemes, particularly the false alarm criterion. Then I address some specific issues in the light of the discussion pieces from eight experts in this field.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 414-419 |
| Number of pages | 6 |
| Journal | Sequential Analysis |
| Volume | 27 |
| Issue number | 4 |
| DOIs |
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| State | Published - Oct 2008 |
Keywords
- Average run length
- CUSUM
- Expected false alarm rate
- Quantile run length
- Statistical process control
- Surveillance
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation