A new nonparametric monitoring of data streams for changes in location and scale via Cucconi statistic

DOI10.1080/10485252.2019.1632307MaRDI QIDQ5228601zbMATH OpenOpenAlexWikidataFDO

Authors Dongdong Xiang, Shulin Gao, Wen Dou, Wendong Li, Xiaolong Pu

Publication date 12 August 2019

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

Full work available at URL https://doi.org/10.1080/10485252.2019.1632307

zbMATH Keywords

change-point detectiondistribution-freestatistical process controlcontrol chartCucconi test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• scientific article; zbMATH DE number 2154348 (Why is no real title available?)
• A distribution-free multivariate CUSUM control chart using dynamic control limits
• Joint Monitoring of Process Mean and Variance Using Exponentially Weighted Moving Average Control Charts
• Nonparametric control chart based on change-point model
• Nonparametric hypothesis testing. Rank and permutation methods with applications in R
• Nonparametric simultaneous tests for location and scale testing: a comparison of several methods
• Nonparametric statistical tests. A computational approach.
• Optimal design of Shewhart-Lepage type schemes and its application in monitoring service quality
• Optimizing joint location-scale monitoring -- an adaptive distribution-free approach with minimal loss of information
• Sequential change detection in the presence of unknown parameters
• Some notes on the location–scale Cucconi test
• The multisample Cucconi test

Cited in

(6)

• A distribution-free phase II EWMA control chart for joint monitoring of location and scale
• Likelihood ratio-based distribution-free sequential change-point detection
• Optimizing joint location-scale monitoring -- an adaptive distribution-free approach with minimal loss of information
• Sequential change-point detection for skew normal distribution
• Scalable sum-shrinkage schemes for distributed monitoring large-scale data streams
• Proposed variable sampling interval maximum EWMA and distance EWMA charts with unknown process parameters

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