A Change-Point Model for a Shift in Variance

References

• Bartlett, M. S. (1937). “Property of Sufficiency and Statistical Tests”. Proceedings of the Royal Society of London, Series A 160, pp. 268–282.
   Google Scholar
• Bartlett, M. S. (1955). “Approximate Confidence Intervals: III. A bias correction”. Biometrika 42, pp. 201–204.
   Web of Science ®Google Scholar
• Bartlett, M. S. and Kendall, D. G. (1946). “The Statistical Analysis of Variance-Heterogeneity and the Logarithmic Transformation”. Supplement to the Journal of the Royal Society of London 8, pp. 128–138.
   Google Scholar
• Bhattacharya, P. K. (1994). “Some Aspect of Change Point Analysis”. Change Point Problems, IMS—Lecture Notes Monograph Series 23, pp. 28–56.
   Google Scholar
• Crowder, S. V. and Hamilton, M. (1992). “An EWMA for Monitoring a Process Standard Deviation”. Journal of Quality Technology 24, pp. 12–21.
   Web of Science ®Google Scholar
• Gombay, E. (2000). “Sequential Change Point Detection with Likelihood Ratios”. Statistics and Probability Letters 49, pp. 195–204.
   Web of Science ®Google Scholar
• Hawkins, D. M. (1977). “Testing a Sequence of Observations for a Shift in Location”. Journal of American Statistical Association 72, pp. 180–186.
   Web of Science ®Google Scholar
• Hawkins, D. M. and Olwell, D. H. (1998). Cumulative Sum Charts and Charting for Quality Improvement. Springer Verlag, New York.
   Google Scholar
• Hawkins, D. M.; Qiu, P.; and Kang, C. W. (2003). “The Change Point Model for Statistical Process Control”. Journal of Quality Technology 35, pp. 355–365.
   Web of Science ®Google Scholar
• Jones, L. A. and Champ, C. W. (2001). “The Performance of Exponentially Weighted Moving Average Charts with Estimated Parameters”. Technometrics 43, pp. 156–167.
   Web of Science ®Google Scholar
• Jones, L. A.; Champ, C. W.; and Rigdon, S. E., (2004). “The Run Length Distribution of the CUSUM with Estimated Parameters”. Journal of Quality Technology 36, pp. 95–108.
   Web of Science ®Google Scholar
• Lai, T. L. (2001). “Sequential Analysis: Some Classical Problems and New Challenges”. Statistica Sinica 11, pp. 303–350.
   Web of Science ®Google Scholar
• Margavio, T. M.; Conerly, M. D.; Woodall, W. H.; and Drake, L. G. (1995) “Alarm Rates for Quality Control Charts”. Statistics and Probability Letters 24, pp. 219–224.
   Web of Science ®Google Scholar
• Pollak, M. and Siegmund, D. (1991). “Sequential Detection of a Change in Normal Mean When the Initial Value Is Unknown”. Annals of Statistics 19, pp. 394–416.
   Web of Science ®Google Scholar
• Quesenberry, C. P. (1991). “SPC Q Charts for Start-Up Processes and Short or Long Runs”. Journal of Quality Technology 23, pp. 213–224.
   Web of Science ®Google Scholar
• Reynolds, M. R., Jr. and Stoumbos, Z. G. (2001). “Monitoring the Process Mean and Variance Using Individual Observations and Variable Sampling Intervals”. Journal of Quality Technology 33, pp. 181–205.
   Web of Science ®Google Scholar
• Reynolds, M. R., Jr. and Stoumbos, Z. G. (2004a). “Control Charts and the Efficient Allocation of Resources”. Technometrics 46, pp. 188–199.
   Web of Science ®Google Scholar
• Reynolds, M. R., Jr. and Stoumbos, Z. G. (2004b). “Should Observations Be Grouped for Effective Process Monitoring?”, to appear in Journal of Quality Technology.
   Google Scholar
• Rigdon, S. E.; Cruthis, E. N.; and Champ, C. W. (1994). “Design Strategies for Individuals and Moving Range Control Charts”. Journal of Quality Technology 26, pp. 274–287.
   Web of Science ®Google Scholar
• Roes, K. C. B.; Does, R. J. M. M.; and Schurink, Y. (1993). “Shewhart-Type Charts for Individuals”. Journal of Quality Technology 25, pp. 188–198.
   Web of Science ®Google Scholar
• Rowland, R. St. J. and Sichel, H. S. (1961). “Statistical Quality Control of Routine Underground Sampling”. Journal of the South African Institute for Mining and Metallurgy 60, pp. 251–284.
   Google Scholar
• Sen, A. and Srivastava, M. S. (1975). “On Test for Detecting Change in the Mean When Variance Is Unknown”. Annals of the Institute of Statistical Mathematics 27, pp. 479–486.
   Web of Science ®Google Scholar
• Siegmund, D. and Venkatraman, E. S. (1994). “Using the Generalized Likelihood Ratio Statistics for Sequential Detection of a Change point”. Annals of Statistics 23, pp. 255–271.
   Web of Science ®Google Scholar
• Sullivan, J. H. and Woodall, W. H. (1996). “A Control Chart for Preliminary Analysis of Individual Observations”. Journal of Quality Technology 28, pp 265–278.
   Web of Science ®Google Scholar
• Worsley, K. J. (1982). “An Improved Bonferroni Inequality and Applications”. Biometrika 69, pp. 297–302.
   Web of Science ®Google Scholar
• Worsley, K. J. (1979). “On the Likelihood Ratio Test for a Shift in Location of Normal Populations”. Journal of American Statistical Association 74, pp. 365–367.
   Web of Science ®Google Scholar