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Volumn 43, Issue 1, 1996, Pages 43-55

A less sensitive linear detector for the change point based on kernel smoothing method

Author keywords

Average delay time; CUSUM procedure; Efficiency; EWMA procedure; Shiryayev Roberts procedure

Indexed keywords


EID: 0039566330     PISSN: 00261335     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02613896     Document Type: Article
Times cited : (2)

References (13)
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  • 2
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  • 3
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    • Procedures for reacting to a change in distribution
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    • Lorden, G.1
  • 4
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    • Exponentially weighted moving average control charts schemes: Properties and enhancements
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    • Lucas, J.M.1    Saccucci, M.S.2
  • 5
    • 0025496255 scopus 로고
    • A CUSUM procedure based on sequential ranks
    • McDonald D (1990) A CUSUM procedure based on sequential ranks. Nav Res Log Quart 37:627-646
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    • McDonald, D.1
  • 6
    • 0040642641 scopus 로고
    • Approximations to be expected sample size of certain sequential tests
    • Pollak M, Siegmund D (1975) Approximations to be expected sample size of certain sequential tests. Ann Statist 3:1267-1282
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    • Pollak, M.1    Siegmund, D.2
  • 7
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    • A diffusion process and its applications to detecting a change in the drift of Brownian motion
    • Pollak M, Siegmund D (1985) A diffusion process and its applications to detecting a change in the drift of Brownian motion. Biometrika 72:267-280
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    • Pollak, M.1    Siegmund, D.2
  • 8
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    • Convergence of quasi-stationary to stationary distribution for stochastic Markov processes
    • Pollak M, Siegmund D (1986) Convergence of quasi-stationary to stationary distribution for stochastic Markov processes. J Appl Prob 23:215-220
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    • Pollak, M.1    Siegmund, D.2
  • 9
    • 84924169426 scopus 로고
    • A comparison of some control chart procedures
    • Roberts SW (1966) A comparison of some control chart procedures. Technometrics 8:411-430
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  • 10
    • 0002196122 scopus 로고
    • On optimum methods in quickest detection problems
    • Shiryayev AN (1963) On optimum methods in quickest detection problems. Theo Prob Appl 13:22-46
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  • 11
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    • Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
    • Srivastava MS, Wu Y (1993) Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean. Ann Statist 21:645-670
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    • Srivastava, M.S.1    Wu, Y.2
  • 12
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    • On the design of control charts for detecting the change point
    • To appear in: Change Point Problems. (Carlstein Muller and Siegmund eds)
    • Wu Y (1994) On the design of control charts for detecting the change point. To appear in: Change Point Problems. IMS Lecture Notes (Carlstein Muller and Siegmund eds)
    • (1994) IMS Lecture Notes
    • Wu, Y.1
  • 13
    • 84988084142 scopus 로고
    • On the dynamic sampling plans in on-line control charts
    • Wu Y, Srivastava MS (1993) On the dynamic sampling plans in on-line control charts. Canad J Statist 21:409-419
    • (1993) Canad J Statist , vol.21 , pp. 409-419
    • Wu, Y.1    Srivastava, M.S.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.