Inference for post-change mean by a CUSUM procedure

DOI10.1016/J.JSPI.2005.02.022MaRDI QIDQ2499101zbMATH OpenOpenAlexFDO

Authors Yanhong Wu

Publication date 14 August 2006

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2005.02.022

zbMATH Keywords

change-point problemconditional random walkcorrected pivotCUSUM procedurepost-change mean estimatequasi-stationary bias

Mathematics Subject Classification ID

Point estimation (62F10) Sequential statistical analysis (62L10) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• Approximate bias calculations for sequentially designed experiments
• Bias of estimator of change point detected by a CUSUM procedure
• Confidence Intervals for Secondary Parameters Following a Sequential Test
• CONTINUOUS INSPECTION SCHEMES
• Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
• Corrected confidence intervals after sequential testing with application to survival analysis
• Estimation after sequential testing: A simple approach for a truncated sequential probability ratio test
• Estimation Following Sequential Tests
• scientific article; zbMATH DE number 1057568 (Why is no real title available?)
• Inference about the change-point from cumulative sum tests
• On stopping times and stochastic monotonicity
• On the bias of maximum likelihood estimation following a sequential test
• Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
• Second order expansions for the moments of minimum point of an unbalanced two-sided normal random walk
• Sequential analysis. Tests and confidence intervals

Cited in

(8)

• A lower confidence bound for the change point after a sequential CUSUM test
• Inference for change point and post change means after a CUSUM test.
• Inference after truncated one-sided sequential test
• Hybrid regions for post-change mean in a sequence of normal variables
• Sequential Common Change Detection and Isolation of Changed Panels in Panel Data
• False Alarms and Sparse Change Segment Detection by Using a CUSUM Procedure
• Inference for Change-Point and Post-Change Mean with Possible Change in Variance
• Inference for post-change parameters after sequential CUSUM test under AR(1) model

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