Some Rank-Based Two-Phase Procedures in Sequential Monitoring of Exchange Rate

DOI10.1080/07474940902813616zbMath1162.62079OpenAlexW2124523631MaRDI QIDQ3630047

Amitava Mukherjee

Publication date: 2 June 2009

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: http://www.informaworld.com/smpp/./content~db=all~content=a910710385

zbMATH Keywords

tablessequential Monte Carlofinancial crisisexchange ratecurved stopping boundariescontrolling type I error ratemonitoring structural changespartially sequential sampling

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Monte Carlo methods (65C05) Sequential statistical design (62L05) Sequential statistical analysis (62L10)

Related Items (6)

Nonparametric partially random sequential test under Phase II sampling: An illustration to monitor water samples for arsenic contamination ⋮ Simultaneous semi-sequential testing of dual alternatives for pattern recognition ⋮ A Near-Nonparametric Partially Sequential Test for Monitoring Phase II Location Under Pairwise Dependence Between Two Phases ⋮ Some partially sequential nonparametric tests for detecting linear trend ⋮ Semi-Sequential One-Shot Monitoring of Small Disorders With Controlled Type I Error Rate ⋮ Nonparametric phase-II monitoring for detecting monotone trend based on inverse sampling

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