Accurate tests and intervals based on linear cusum statistics

DOI10.1016/J.SPL.2008.10.018zbMATH Open1156.62329OpenAlexW2039614300MaRDI QIDQ1007362FDOQ1007362

Saralees Nadarajah, Christopher S. Withers

Publication date: 20 March 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.018

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• scientific article
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Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

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• A simple expression for the multivariate Hermite polynomials
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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• Control charts based on weighted sums
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Tests for a Change Point in the Shape Parameter of Gamma Random Variables
• Nonparametric confidence intervals for functions of several distributions
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• Applications: CUSUM Charts for AR1 Data: are they worth the Effort?

Cited In (5)

• Accurate Tests and Intervals Based on Multivariate CUSUM Statistics
• Accurate tests and intervals based on nonlinear cusum statistics
• Cornish-Fisher expansions for functionals of the partial sum empirical distribution
• Adjusting Cornish–Fisher expansions and confidence intervals for the effect of roundoff
• A GENERAL CLASS OF CUSUM STATISTICS

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