Accurate Tests and Intervals Based on Multivariate CUSUM Statistics

DOI10.1080/07474946.2012.652012zbMath1318.62266OpenAlexW2008138219MaRDI QIDQ5389556

Christopher S. Withers, Saralees Nadarajah

Publication date: 21 April 2012

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474946.2012.652012

zbMATH Keywords

multivariate statisticsapproximationsCUSUM

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sequential estimation (62L12)

Related Items (1)

A GENERAL CLASS OF CUSUM STATISTICS

Cites Work

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• Accurate tests and intervals based on linear cusum statistics
• Accurate tests and intervals based on nonlinear cusum statistics
• The distribution and quantiles of a function of parameter estimates
• Weighted empirical processes in dynamic nonlinear models.
• Multivariate Control Charts for Monitoring the Mean Vector and Covariance Matrix with Variable Sampling Intervals
• CUSUM Hypothesis Tests and Alternative Response Probabilities for Finite Poisson Trials
• Statistical Surveillance of the Parameters of a One-Factor Cox–Ingersoll–Ross Model
• Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
• Properties of Multivariate Control Charts with Estimated Parameters
• Multivariate Control Charts for Monitoring the Process Mean and Variability Using Sequential Sampling
• Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes

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