Some principles for surveillance adopted for multivariate processes with a common change point

DOI10.1080/03610929808832150zbMath0903.62083OpenAlexW1987781449MaRDI QIDQ3842922

Peter Wessman

Publication date: 9 November 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2077/24566

zbMATH Keywords

likelihood ratioCUSUMsufficiencymultivariate surveillance

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Inference from stochastic processes (62M99)

Related Items (13)

Surveillance in Longitudinal Models: Detection of Intrauterine Growth Restriction ⋮ Statistical Surveillance. Optimality and Methods ⋮ Evaluation of multivariate surveillance ⋮ Multivariate outbreak detection ⋮ Signaling NBER turning points: a sequential approach ⋮ A control chart based on likelihood ratio test for detecting patterned mean and variance shifts ⋮ Change Point Detection in a General Class of Distributions ⋮ Sufficient Reduction in Multivariate Surveillance ⋮ Monitoring cyclical processes. A non-parametric approach ⋮ Some statistical aspects of methods for detection of turning points in business cycles ⋮ Sufficient reduction methods for multivariate time-dependent health surveillance data ⋮ Effect of Dependency in Systems for Multivariate Surveillance ⋮ Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén

Cites Work

• Multivariate CUSUM Quality-Control Procedures
• Cusum quality control-multivariate approach
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• A Multivariate Exponentially Weighted Moving Average Control Chart
• On Optimum Methods in Quickest Detection Problems
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