71 citations · 137 across the 6 of their papers we have counts for
3 papers · 1 filter
Extreme(ly) mean(ingful): Sequential formation of a quality group
Abba M. Krieger, Moshe Pollak, Ester Samuel-Cahn
The present paper studies the limiting behavior of the average score of a sequentially selected group of items or individuals, the underlying distribution of which, , belongs to…
On the Expectation of the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
Moshe Pollak, Alexander Tartakovsky
Let {M_n}_{n\ge 0}$ be a nonnegative Markov process with stationary transition probabilities. The quasistationary distributions referred to in this note are of the form Q_A(x) = li…
Third-order Asymptotic Optimality of the Generalized Shiryaev-Roberts Changepoint Detection Procedures
Alexander G. Tartakovsky, Moshe Pollak, Aleksey S. Polunchenko
Several variations of the Shiryaev-Roberts detection procedure in the context of the simple changepoint problem are considered: starting the procedure at (the original Shir…