Detecting changes in a multiparameter exponential family by using adaptive CUSUM procedure

DOI10.1080/07474946.2017.1394705MaRDI QIDQ4603855zbMATH OpenOpenAlexWikidataFDO

Authors Yanhong Wu

Publication date 19 February 2018

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2017.1394705

zbMATH Keywords

adaptive CUSUM processaverage run lengthchange-point detectionconditional biasexponential family

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• A New Chart for Detecting the Process Mean and Variability
• Bias of estimator of change point detected by a CUSUM procedure
• scientific article; zbMATH DE number 1112389 (Why is no real title available?)
• scientific article; zbMATH DE number 1121374 (Why is no real title available?)
• scientific article; zbMATH DE number 795279 (Why is no real title available?)
• Inference for change point and post change means after a CUSUM test.
• Inference for Change-Point and Post-Change Mean with Possible Change in Variance
• Joint Monitoring of Process Mean and Variance Using Exponentially Weighted Moving Average Control Charts
• Monitoring process mean and variability with one double EWMA chart
• Multivariate Control Charts for Monitoring the Process Mean and Variability Using Sequential Sampling
• Nonanticipating estimation applied to sequential analysis and changepoint detection
• On the nonlinear renewal theorem
• Sequential analysis. Tests and confidence intervals
• Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
• The expected sample size of some tests of power one
• Weighted-loss-function CUSUM chart for monitoring mean and variance of a production process

Cited in

(3)

• A DESIGN OF ADAPTIVE EXPONENTIAL SMOOTHING USING A CHANGE DETECTION STATISTIC
• A combined SR-CUSUM procedure for detecting common changes in panel data
• False Alarms and Sparse Change Segment Detection by Using a CUSUM Procedure

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