scientific article; zbMATH DE number 4022440

MaRDI QIDQ3765090zbMATH OpenFDO

Authors Ken Nishina

Publication date 1986

zbMATH Keywords

cumulative sum testdesign of cusum chartsdistribution of the change-point estimatorlocation parametermonotone likelihood ratio property

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Exact distribution theory in statistics (62E15) Applications of statistics in engineering and industry; control charts (62P30)

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• 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.
• Bias of estimator of change point detected by a CUSUM procedure
• Finite sample distributions of statistics in change point analysis
• Inference for post-change mean by a CUSUM procedure
• Test for parameter change based on the estimator minimizing density-based divergence meas\-ures
• Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators
• A decision theoretic approach to change point estimation for binomial CUSUM control charts
• scientific article; zbMATH DE number 3907616 (Why is no real title available?)
• Detecting Change Points by Fourier Analysis
• The exact distribution of cusum estimator of a changepoint in a Bernoulli sequence
• Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test
• Study of characteristics of the CUSUM procedure in a change point problem

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