Analysis of a change-point regression problem in quality control by partial sums processes and Kolmogorov type tests

DOI10.1007/S001840400354MaRDI QIDQ814869zbMATH OpenOpenAlexFDO

Authors Wolfgang Bischoff, Enkelejd Hashorva, Frank Miller, J. Hüsler

Publication date 8 February 2006

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001840400354

zbMATH Keywords

Change-point problemLarge deviationsBrownian motion with trendExtreme valuesPartial sums processesQuality controlRegression modelsSignal-plus-noise modelTests of Kolmogorov type

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Applications of statistics in engineering and industry; control charts (62P30) Brownian motion (60J65)

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Cited in

(10)

• The limit of the partial sums process of spatial least squares residuals
• Boundary non-crossing probabilities for fractional Brownian motion with trend
• On the power of the Kolmogorov test to detect the trend of a Brownian bridge with applications to a change-point problem in regression models.
• Partial sum process to check regression models with multiple correlated response: with an application for testing a change-point in profile data
• Boundary non-crossings of Brownian pillow
• Boundary noncrossings of additive Wiener fields
• Boundary non-crossing probabilities of Gaussian processes: sharp bounds and asymptotics
• Regions of alternatives with high and low power for goodness-of-fit tests
• An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend
• Boundary non-crossing probabilities for Slepian process

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