Statistical Surveillance. Optimality and Methods
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Publication:4832059
DOI10.1111/j.1751-5823.2003.tb00205.xzbMath1114.62378OpenAlexW1966169187MaRDI QIDQ4832059
Publication date: 3 January 2005
Published in: International Statistical Review (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.isr/1069172306
Quality controlCUSUMStatistical process controlChange-pointEWMALikelihood ratioMonitoringStopping ruleControl chartShewhartRepeated decisions
Applications of statistics in engineering and industry; control charts (62P30) Applications of statistics (62P99)
Related Items (41)
The Impact of Intensity in Surveillance of Cyclical Processes ⋮ Robust control charts for the mean of a locally linear time series ⋮ Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series ⋮ Guest Editorial: Eighty Years of Control Charts ⋮ Properties and Use of the Shewhart Method and Its Followers ⋮ EWMA Control Charts for Monitoring Optimal Portfolio Weights ⋮ An EWMA-Type Control Chart for Monitoring the Process Mean Using Auxiliary Information ⋮ Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences ⋮ Retrospective change detection for binary time series models ⋮ Control charts for the mean based on robust two-sample tests ⋮ Aspects on the control of false alarms in statistical surveillance and the impact on the return of financial decision systems ⋮ Evaluation of multivariate surveillance ⋮ Using labeled data to evaluate change detectors in a multivariate streaming environment ⋮ 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 ⋮ Semiparametric estimation of outbreak regression ⋮ New characteristics for portfolio surveillance ⋮ Sufficient Reduction in Multivariate Surveillance ⋮ Surveillance to detect emerging space-time clusters ⋮ On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn ⋮ Evaluations of some Exponentially Weighted Moving Average methods ⋮ Some statistical aspects of methods for detection of turning points in business cycles ⋮ Modeling influenza incidence for the purpose of on-line monitoring ⋮ Optimal sequential kernel detection for dependent processes ⋮ CUSUM control charts for monitoring optimal portfolio weights ⋮ Sequential monitoring of portfolio betas ⋮ Multivariate CUSUM chart: properties and enhancements ⋮ ARL estimation of the control chart of log likelihood ratios' sum for Markov sequence ⋮ Sufficient reduction methods for multivariate time-dependent health surveillance data ⋮ Effect of Dependency in Systems for Multivariate Surveillance ⋮ Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev ⋮ Continuous monitoring for changepoints in data streams using adaptive estimation ⋮ Author's Response ⋮ Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén ⋮ Optimal Sequential Surveillance for Finance, Public Health, and Other Areas ⋮ Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich ⋮ Semiparametric Surveillance of Monotonic Changes ⋮ Surveillance of non-stationary processes ⋮ Optimal Surveillance Based on Exponentially Weighted Moving Averages ⋮ Optimal sequential tests for detection of changes under finite measure space for finite sequences of networks
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