Now showing items 1-2 of 2

    • Sequential rank CUSUMs for location and dispersion 

      Van Zyl, C.; Lombard, F. (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 

      Lombard, F.; Van Zyl, C. (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 ...