Large parametric change-point detection by a V-box control chart

A new method of detecting a change in a sequence of independent observations is presented. The method is based on the concept of a moving vertically trimmed box and a minimax decision rule. This approach takes into account the admissible level of the change.

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Bibliographic Details
Published in:Sequential analysis 2016-04, Vol.35 (2), p.254-264
Main Authors: Furmańczyk, Konrad, Jaworski, Stanisław
Format: Article
Language:English
Subjects:
Change-point
Control charts
Distribution
minimax decision
Minimax technique
polynomial-based distributions
Polynomials
Sequential analysis
unimodal distributions
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Description
Summary:A new method of detecting a change in a sequence of independent observations is presented. The method is based on the concept of a moving vertically trimmed box and a minimax decision rule. This approach takes into account the admissible level of the change.
ISSN:0747-4946
1532-4176
DOI:10.1080/07474946.2016.1165548