An empirical likelihood-based CUSUM for on-line model change detection

DOI10.1080/03610926.2019.1565834OpenAlexW2911832001WikidataQ128480940 ScholiaQ128480940MaRDI QIDQ5077393

Ghislain Verdier

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1565834

zbMATH Keywords

empirical likelihoodchange detectionCUSUM rulenonparametric approach

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• emplik

Cites Work

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• Single change-point detection methods for small lifetime samples
• Change detection for uncertain autoregressive dynamic models through nonparametric estimation
• Decision theoretic optimality of the cusum procedure
• Distribution-free cumulative sum control charts using bootstrap-based control limits
• Optimal stopping times for detecting changes in distributions
• Empirical likelihood and general estimating equations
• SPRT and CUSUM in hidden Markov models
• Multivariate plug-in bandwidth selection
• Optimal statistical fault detection with nuisance parameters
• Sequential change-point detection when unknown parameters are present in the pre-change distribution
• Optimal Cumulative Sum Charting Procedures Based on Kernel Densities
• Information bounds and quick detection of parameter changes in stochastic systems
• An R package and a study of methods for computing empirical likelihood
• An Empirical-Likelihood-Based Multivariate EWMA Control Scheme
• Procedures for Reacting to a Change in Distribution
• CONTINUOUS INSPECTION SCHEMES