James-Stein estimator in window-limited CuSum test yields uniform improvement in detection delay over MLE version for >3 streams, plus an alternative procedure with favorable second-order asymptotics.
Sequential subspace change point detection,
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Quickest Change Detection for Multiple Data Streams Using the James-Stein Estimator
James-Stein estimator in window-limited CuSum test yields uniform improvement in detection delay over MLE version for >3 streams, plus an alternative procedure with favorable second-order asymptotics.