A GENERAL CLASS OF CUSUM STATISTICS
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Publication:5358045
DOI10.1017/S0269964815000042zbMath1373.62588OpenAlexW2318009207MaRDI QIDQ5358045
Christopher S. Withers, Saralees Nadarajah
Publication date: 19 September 2017
Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0269964815000042
Cites Work
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- Weighting cusums for increased power near the end points
- A CUSUM control chart for monitoring the variance when parameters are estimated
- Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
- Accurate tests and intervals based on linear cusum statistics
- Accurate tests and intervals based on nonlinear cusum statistics
- Break detection in the covariance structure of multivariate time series models
- The distribution and quantiles of a function of parameter estimates
- Asymptotics for products of sums and \(U\)-statistics
- On the cusum of squares test for variance change in nonstationary and nonparametric time series models
- Optimization designs and performance comparison of two CUSUM schemes for monitoring process shifts in mean and variance
- Break Detection for a Class of Nonlinear Time Series Models
- Testing and Locating Variance Changepoints with Application to Stock Prices
- Accurate Tests and Intervals Based on Multivariate CUSUM Statistics
- Weighted-loss-function CUSUM chart for monitoring mean and variance of a production process
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