Browsing Faculty of Natural and Agricultural Sciences by Subject "Distribution-free"
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Sequential rank CUSUMs for location and dispersion
(SASA, 2018)We develop CUSUMs based on sequential ranks of the observations to detect changes over time in the location and dispersion of a distribution. The CUSUMs are distribution free in the sense that the appropriate control ... -
Signed sequential rank CUSUMs
(Elsevier, 2018)CUSUMs based on the signed sequential ranks of observations are developed for detecting location and scale changes in symmetric distributions. The CUSUMs are distribution-free and fully self-starting: given a specified ...