Advanced search
Publication Cover
Sequential Analysis
Design Methods and Applications
Volume 18, 1999 - Issue 3-4
Submit an article Journal homepage
46
Views
17
CrossRef citations to date
0
Altmetric
Original Articles

Quasi-stationary biases of change point and change magnitude estimation after sequential cusum test

Biases of change point

M.S Srivastava Department of statistics, University of toronto, Ontario M5S 1A1, Toronto, Canada
&
Yanhong Wu Department of mathematical sciences, University of alberta, Edmonton, Alberta T6G 2G1, Canada
Pages 203-216 | Published online: 29 Mar 2007

Citations (17)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (7)

Yanhong Wu. (2016) Inference after truncated one-sided sequential test. Communications in Statistics - Theory and Methods 45:10, pages 3076-3094.
Read now
Jianying Lou & Marion R. Reynolds$suffix/text()$suffix/text(). (2012) Maximum-Likelihood–Based Diagnostics after a Signal from Control Charts. Journal of Quality Technology 44:4, pages 321-347.
Read now
Boris Brodsky. (2010) Sequential Detection and Estimation of Change-Points. Sequential Analysis 29:2, pages 217-233.
Read now
Yanhong Wu. (2007) Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich. Sequential Analysis 26:1, pages 33-36.
Read now
RyanS. Gill, JeromeP. Keating & MichaelI. Baron. (2006) Detecting Abrupt Leaks in Blended Underground Storage Tanks. Communications in Statistics - Theory and Methods 35:4, pages 727-742.
Read now
Yanhong Wu. (2005) Inference for Change-Point and Post-Change Mean with Possible Change in Variance. Sequential Analysis 24:3, pages 279-302.
Read now
Edit Gombay. (2003) Sequential Change-Point Detection and Estimation. Sequential Analysis 22:3, pages 203-222.
Read now

Articles from other publishers (10)

Alexander Aue, Christopher Dienes, Stefan Fremdt & Josef Steinebach. (2015) Reaction times of monitoring schemes for ARMA time series. Bernoulli 21:2.
Crossref
Douglas M. Hawkins, Peihua Qiu & Kokou D. Zamba. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Douglas M. Hawkins, Peihua Qiu & Kokou D. Zamba. 2007. Encyclopedia of Statistics in Quality and Reliability. Encyclopedia of Statistics in Quality and Reliability.
Yanhong Wu. (2006) Inference for post-change mean by a CUSUM procedure. Journal of Statistical Planning and Inference 136:10, pages 3625-3646.
Crossref
Joao Cangussu & Michael Baron. (2006) Automatic Identification of Change Points for the System Testing Process. Automatic Identification of Change Points for the System Testing Process.
Keyue Ding & Yanhong Wu. (2006) On the biases of change point and change magnitude estimation after CUSUM test. Journal of Statistical Planning and Inference 136:4, pages 1258-1280.
Crossref
Yanhong Wu. (2004) Bias of estimator of change point detected by a CUSUM procedure. Annals of the Institute of Statistical Mathematics 56:1, pages 127-142.
Crossref
Keyue Ding. (2003) A lower confidence bound for the change point after a sequential CUSUM test. Journal of Statistical Planning and Inference 115:1, pages 311-326.
Crossref
Michael I. Baron & Nira Granott. 2003. Foundations of Statistical Inference. Foundations of Statistical Inference 181 193 .
Venkata K. Jandhyala, Stergios B. Fotopoulos & Douglas M. Hawkins. (2002) Detection and estimation of abrupt changes in the variability of a process. Computational Statistics & Data Analysis 40:1, pages 1-19.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.