CUSUM multi-chart based on nonparametric likelihood approach for detecting unknown abrupt changes and its application for network data

DOI10.1080/00949655.2021.1941017OpenAlexW3175894314MaRDI QIDQ3390354

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Publication date: 24 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1941017

zbMATH Keywords

optimal designcumulative distribution functionnonparametric CUSUM multi-chart

Mathematics Subject Classification ID

Statistics (62-XX) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

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• A Nonparametric Procedure for Process Control Based on Within-Group Ranking
• Ideal spatial adaptation by wavelet shrinkage
• Powerful Goodness-of-fit Tests Based on the Likelihood Ratio
• Detection of changes in a random financial sequence with a stable distribution
• Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes
• A non parametric CUSUM control chart based on the Mann–Whitney statistic
• Procedures for Reacting to a Change in Distribution

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