Nonparametric monitoring of equal predictive ability

DOI10.1016/j.jspi.2011.04.004zbMath1216.62193OpenAlexW2063525776MaRDI QIDQ546102

Vasyl Golosnoy, Yarema Okhrin

Publication date: 24 June 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.04.004

zbMATH Keywords

EWMA control chartsnonparametric control chartsordinary sign testWilcoxon signed rank test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05) Sequential statistical analysis (62L10)

Cites Work

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• Nonparametric control charts based on runs and Wilcoxon-type rank-sum statistics
• Multivariate CUSUM Quality-Control Procedures
• Asymptotic Inference about Predictive Ability
• Tests of Conditional Predictive Ability
• Eine Approximation der Binomialverteilung durch die Normalverteilung der Ordnung 1/n

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