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Original Articles

A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection

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Pages 277-298 | Published online: 14 Aug 2013

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Read on this site (6)

Sven Knoth. (2021) Steady-state average run length(s): Methodology, formulas, and numerics. Sequential Analysis 40:3, pages 405-426.
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AlekseyS. Polunchenko, Grigory Sokolov & Wenyu Du. (2014) An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure. Sequential Analysis 33:1, pages 112-134.
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Tze-San Lee. (2010) Change-Point Problems: Bibliography and Review. Journal of Statistical Theory and Practice 4:4, pages 643-662.
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Mahmoud A. Mahmoud, William H. Woodall & Robert E. Davis. (2008) Performance comparison of some likelihood ratio-based statistical surveillance methods. Journal of Applied Statistics 35:7, pages 783-798.
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M. Frisén & P. Wessman. (1999) Evaluations of likelihood ratio methods for surveillance.. Communications in Statistics - Simulation and Computation 28:3, pages 597-622.
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RonS. Kenett & Moshe Pollak. (1996) Data-analytic aspects of the Shiryayev-Roberts control chart: Surveillance of a non-homogeneous Poisson process. Journal of Applied Statistics 23:1, pages 125-138.
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Articles from other publishers (6)

Aleksey S. Polunchenko. 2018. Frontiers in Statistical Quality Control 12. Frontiers in Statistical Quality Control 12 65 86 .
Aleksey S. Polunchenko. (2016) A note on efficient performance evaluation of the Cumulative Sum chart and the Sequential Probability Ratio Test. Applied Stochastic Models in Business and Industry 32:5, pages 565-573.
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Renato Assunção & Thais Correa. (2009) Surveillance to detect emerging space–time clusters. Computational Statistics & Data Analysis 53:8, pages 2817-2830.
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M. Pollak & A. G. Tartakovsky. (2009) Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection. Theory of Probability & Its Applications 53:3, pages 430-442.
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Sven Knoth. 2006. Frontiers in Statistical Quality Control 8. Frontiers in Statistical Quality Control 8 74 99 .
Marianne Frisén & Peter Wessman. 1998. Quality Improvement Through Statistical Methods. Quality Improvement Through Statistical Methods 187 193 .

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