Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests

DOI10.1007/s001840400354zbMath1079.62047OpenAlexW2093364297MaRDI QIDQ814869

Wolfgang Bischoff, Enkelejd Hashorva, Frank Miller, Juerg Hüsler

Publication date: 8 February 2006

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s001840400354

zbMATH Keywords

Quality control Large deviations Change-point problem Brownian motion with trend Extreme values Partial sums processes Regression models Signal-plus-noise model Tests of Kolmogorov type

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics in engineering and industry; control charts (62P30) Brownian motion (60J65)

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Boundary noncrossings of additive Wiener fields ⋮ Boundary non-crossing probabilities for Slepian process ⋮ Boundary non-crossings of Brownian pillow ⋮ An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend ⋮ Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics ⋮ Boundary non-crossing probabilities for fractional Brownian motion with trend ⋮ Regions of alternatives with high and low power for goodness-of-fit tests ⋮ The limit of the partial sums process of spatial least squares residuals

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