Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure

DOI10.1080/07474946.2017.1394705zbMath1489.62258OpenAlexW2789918845WikidataQ115550925 ScholiaQ115550925MaRDI QIDQ4603855

Yanhong Wu

Publication date: 19 February 2018

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2017.1394705

zbMATH Keywords

exponential familychange-point detectionaverage run lengthconditional biasadaptive CUSUM process

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (1)

A combined SR-CUSUM procedure for detecting common changes in panel data

Cites Work

• Sequential analysis. Tests and confidence intervals
• The expected sample size of some tests of power one
• Inference for change point and post change means after a CUSUM test.
• Bias of estimator of change point detected by a CUSUM procedure
• Nonanticipating estimation applied to sequential analysis and changepoint detection
• On the nonlinear renewal theorem
• A New Chart for Detecting the Process Mean and Variability
• Monitoring Process Mean and Variability with One Double EWMA Chart
• Joint Monitoring of Process Mean and Variance Using Exponentially Weighted Moving Average Control Charts
• Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
• Multivariate Control Charts for Monitoring the Process Mean and Variability Using Sequential Sampling
• Weighted-loss-function CUSUM chart for monitoring mean and variance of a production process
• Inference for Change-Point and Post-Change Mean with Possible Change in Variance
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure