Weighting cusums for increased power near the end points

DOI10.1007/s11009-011-9249-4zbMath1308.62165MaRDI QIDQ352881

Christopher S. Withers, Saralees Nadarajah

Publication date: 5 July 2013

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-011-9249-4

zbMATH Keywords

weak convergence; Wiener process; asymptotic tests; cusums; dependency

Mathematics Subject Classification ID

62-04: Software, source code, etc. for problems pertaining to statistics

62P12: Applications of statistics to environmental and related topics

62P30: Applications of statistics in engineering and industry; control charts

62M07: Non-Markovian processes: hypothesis testing

Related Items

A GENERAL CLASS OF CUSUM STATISTICS

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