Surveillance of a Simple Linear Regression

DOI10.1198/016214503000233MaRDI QIDQ4468462zbMATH OpenOpenAlexFDO

Authors Abba M. Krieger, Moshe Pollak, B. Yakir

Publication date 10 June 2004

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214503000233

zbMATH Keywords

average run lengthscontrol chartscusumMonte CarloShiryayev-Robertsstatistical process control

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Applications of statistics to environmental and related topics (62P12) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• Testing appearance of linear trend
• Sequential monitoring variance change in linear regression model
• Sequential detection of gradual changes in the location of a general stochastic process
• Monitoring procedures for detecting gradual changes
• Change detection in the slope parameter of a linear regression model

Cited in

(18)

• Testing appearance of linear trend
• Adaptive likelihood ratio approaches for the detection of space-time disease clusters
• Bayesian empirical likelihood methods for quantile comparisons
• Optimal hypothesis testing: From semi to fully Bayes factors
• A double recursion for calculating moments of the truncated normal distribution and its connection to change detection
• Sequential change-point detection when unknown parameters are present in the pre-change distribution
• Density-based empirical likelihood ratio change point detection policies
• Average Most Powerful Tests for a Segmented Regression
• Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
• An extension of a change-point problem
• Properties and Use of the Shewhart Method and Its Followers
• Is Average Run Length to False Alarm Always an Informative Criterion?
• Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
• An optimal retrospective change point detection policy
• Retrospective Change Point Detection: From Parametric to Distribution Free Policies
• Martingale Type Statistics Applied to Change Points Detection
• Importance Sampling for Generalized Likelihood Ratio Procedures in Sequential Analysis
• An optimal approach for hypothesis testing in the presence of incomplete data

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