A binary control chart to detect small jumps
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Publication:3396489
Abstract: The classic N p chart gives a signal if the number of successes in a sequence of inde- pendent binary variables exceeds a control limit. Motivated by engineering applications in industrial image processing and, to some extent, financial statistics, we study a simple modification of this chart, which uses only the most recent observations. Our aim is to construct a control chart for detecting a shift of an unknown size, allowing for an unknown distribution of the error terms. Simulation studies indicate that the proposed chart is su- perior in terms of out-of-control average run length, when one is interest in the detection of very small shifts. We provide a (functional) central limit theorem under a change-point model with local alternatives which explains that unexpected and interesting behavior. Since real observations are often not independent, the question arises whether these re- sults still hold true for the dependent case. Indeed, our asymptotic results work under the fairly general condition that the observations form a martingale difference array. This enlarges the applicability of our results considerably, firstly, to a large class time series models, and, secondly, to locally dependent image data, as we demonstrate by an example.
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- A Control Chart Based on Cumulative Scores
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- On the distribution of the clipping median under a mixture model
- Probability for Statisticians
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Cited in
(6)- M-procedures for detection of changes for dependent observations
- Jumps in binomial AR(1) processes
- Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application
- On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average
- Vertically weighted averages in Hilbert spaces and applications to imaging: fixed-sample asymptotics and efficient sequential two-stage estimation
- Sequential data-adaptive bandwidth selection by cross-validation for nonparametric prediction
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