Accurate tests and intervals based on nonlinear cusum statistics

DOI10.1016/J.SPL.2009.07.023zbMATH Open1176.62044OpenAlexW4247710201MaRDI QIDQ1036737FDOQ1036737

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 13 November 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.07.023

Recommendations

• Accurate tests and intervals based on linear cusum statistics
• Accurate tests and intervals based on multivariate CUSUM statistics
• A note on approximating distribution functions of cusum and cusumsq tests
• Two tests for sequential detection of a change-point in a nonlinear model
• An adaptation of Page's CUSUM test for change detection

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

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• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Nonparametric confidence intervals for functions of several distributions
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• On Hadamard differentiability of extended statistical functional
• Hadamard differentiability on \(D[0,1]^p\)
• Fréchet differentiability, \(p\)-variation and uniform Donsker classes
• Accurate tests and intervals based on linear cusum statistics

Cited In (7)

• Adjusting Cornish-Fisher expansions and confidence intervals for the effect of roundoff
• Accurate tests and intervals based on linear cusum statistics
• Title not available (Why is that?)
• Accurate tests and intervals based on multivariate CUSUM statistics
• A GENERAL CLASS OF CUSUM STATISTICS
• A note on approximating distribution functions of cusum and cusumsq tests
• CUSUM hypothesis tests and alternative response probabilities for finite Poisson trials

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