An extension of a change-point problem - Vexler, Albert; Wu, Chengqing; Liu, Aiyi; Whitcomb, Brian W.; Schisterman, Enrique F. (Statistics (Berlin, DDR), 2009)
Keywords: change-point; classification; CUSUM statistics; Doob decomposition; likelihood ratio; limit of detection; martingale; martingale transforms; Primary: 62C25; Secondary: 60G46; Shiryayev-Roberts statistics