Accurate tests and intervals based on linear cusum statistics

DOI10.1016/j.spl.2008.10.018zbMath1156.62329OpenAlexW2039614300MaRDI QIDQ1007362

Christopher S. Withers, Saralees Nadarajah

Publication date: 20 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.018

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03)

Related Items (5)

Cornish-Fisher expansions for functionals of the partial sum empirical distribution ⋮ A GENERAL CLASS OF CUSUM STATISTICS ⋮ Accurate Tests and Intervals Based on Multivariate CUSUM Statistics ⋮ Accurate tests and intervals based on nonlinear cusum statistics ⋮ Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff

Cites Work

• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Nonparametric confidence intervals for functions of several distributions
• Control charts based on weighted sums
• A simple expression for the multivariate Hermite polynomials
• Tests for a Change Point in the Shape Parameter of Gamma Random Variables
• Applications: CUSUM Charts for AR1 Data: are they worth the Effort?
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
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