NP-Optimal Kernels for Nonparametric Sequential Detection Rules

DOI10.1515/EQC.2003.149MaRDI QIDQ5454841zbMATH OpenOpenAlexFDO

Authors Ansgar Steland

Publication date 3 April 2008

Published in Economic Quality Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/eqc.2003.149

zbMATH Keywords

nonparametric regressioncontrol chartsquality controlfinancial datastatistical genetics

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• A Bayesian View on Detecting Drifts by Nonparametric Methods
• ASN-minimax double sampling plans for variables
• An extension of the Csörgő-Horváth functional limit theorem and its applications to changepoint problems
• IX. On the problem of the most efficient tests of statistical hypotheses
• Jump preserving signal reconstruction using vertical weighting.
• On the power of nonparametric changepoint-tests
• The joint distribution of the running maximum and its location of D-valued Markov processes

Cited in

(4)

• Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
• A Bayesian View on Detecting Drifts by Nonparametric Methods
• Convex optimisation-based methods for K-complex detection
• Optimal sequential kernel detection for dependent processes

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