A less sensitive linear detector for the change point based on kernel smoothing method

DOI10.1007/BF02613896zbMath0876.62045OpenAlexW1978071468MaRDI QIDQ1915121

Yanhong Wu

Publication date: 3 December 1997

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176632

zbMATH Keywords

efficiencychange pointCUSUM procedureEWMA procedureaverage delay timeFMA procedurelinear kernel smootherShiryayev-Roberts procedures

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical methods (62L99) Nonparametric inference (62G99)

Related Items (2)

Sequential detection of common transient signals in high dimensional data stream ⋮ Nonparametric monitoring of financial time series by jump-preserving control charts

Cites Work

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• Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
• Approximations to the expected sample size of certain sequential tests
• An efficient sequential nonparametric scheme for detecting a change of distribution
• Control charts based on weighted sums
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
• Dynamic sampling plans in on‐line control charts
• On Optimum Methods in Quickest Detection Problems
• Procedures for Reacting to a Change in Distribution

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