CUSUM chart for detecting range shifts when monotonicity of likelihood ratio is invalid

DOI10.1080/02664763.2015.1004625MaRDI QIDQ5130278zbMATH OpenOpenAlexWikidataFDO

Authors Guanfu Liu, Lei Wang, Dongdong Xiang, Xiaolong Pu

Publication date 4 November 2020

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2015.1004625

zbMATH Keywords

heavy-tailed distributionCUSUM chartrange shiftsMACUSUM chartmultiple chartsRLCUSUM

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 1146587 (Why is no real title available?)
• scientific article; zbMATH DE number 5263169 (Why is no real title available?)
• 2-SPRT's and the modified Kiefer-Weiss problem of minimizing an expected sample size
• A Reference-Free Cuscore Chart for Dynamic Mean Change Detection and a Unified Framework for Charting Performance Comparison
• A Robust-Likelihood Cumulative Sum Chart
• Adaptive CUSUM control chart with variable sampling intervals
• Adaptive CUSUM of the Q chart
• Asymptotic Statistics
• CONTINUOUS INSPECTION SCHEMES
• Directional change-point detection for process control with multivariate categorical data
• Statistical process control and model monitoring

Cited in

(5)

• The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change
• scientific article; zbMATH DE number 5263169 (Why is no real title available?)
• CUSUM control charts based on likelihood ratio for preliminary analysis
• Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change
• A Robust-Likelihood Cumulative Sum Chart

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