A less sensitive linear detector for the change point based on kernel smoothing method
Author
Abstract
Suggested Citation
DOI: 10.1007/BF02613896
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- David McDonald, 1990. "A cusum procedure based on sequential ranks," Naval Research Logistics (NRL), John Wiley & Sons, vol. 37(5), pages 627-646, October.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Steland Ansgar, 2003. "Jump-preserving monitoring of dependent time series using pilot estimators," Statistics & Risk Modeling, De Gruyter, vol. 21(4), pages 343-366, April.
- Steland, Ansgar, 2003. "Jump-preserving monitoring of dependent time series using pilot estimators," Technical Reports 2004,03, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
- Ansgar Steland, 2002. "Nonparametric monitoring of financial time series by jump-preserving control charts," Statistical Papers, Springer, vol. 43(3), pages 401-422, July.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Lombard, F. & Hawkins, Douglas M. & Potgieter, Cornelis J., 2017. "Sequential rank CUSUM charts for angular data," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 268-279.
- Chao Liu & Qingjie Xu & Ya Fan & Hao Wu & Jian Chen & Peng Lin, 2023. "Detection of Abnormal Data in GNSS Coordinate Series Based on an Improved Cumulative Sum," Sustainability, MDPI, vol. 15(9), pages 1-16, April.
- Du, Lilun & Wen, Mengtao, 2023. "False discovery rate approach to dynamic change detection," Journal of Multivariate Analysis, Elsevier, vol. 198(C).
- Chunguang Zhou & Changliang Zou & Yujuan Zhang & Zhaojun Wang, 2009. "Nonparametric control chart based on change-point model," Statistical Papers, Springer, vol. 50(1), pages 13-28, January.
- Shovan Chowdhury & Amitava Mukherjee & S. Chakraborti, 2014. "On A Two-Parameter Discrete Distribution And Its Applications," Working papers 143, Indian Institute of Management Kozhikode.
More about this item
Keywords
Average delay time; CUSUM procedure; EWMA procedure; Shiryayev-Roberts procedure; Efficiency;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:metrik:v:43:y:1996:i:1:p:43-55. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.