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Comparison of the cuscore, GLRT and cusum control charts for detecting a dynamic mean change

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  • Dong Han
  • Fugee Tsung

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  • Dong Han & Fugee Tsung, 2005. "Comparison of the cuscore, GLRT and cusum control charts for detecting a dynamic mean change," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 57(3), pages 531-552, September.
  • Handle: RePEc:spr:aistmt:v:57:y:2005:i:3:p:531-552
    DOI: 10.1007/BF02509238
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    References listed on IDEAS

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    1. Alwan, Layth C & Roberts, Harry V, 1988. "Time-Series Modeling for Statistical Process Control," Journal of Business & Economic Statistics, American Statistical Association, vol. 6(1), pages 87-95, January.
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    Cited by:

    1. Changliang Zou & Yukun Liu & Zhaojun Wang, 2009. "Comparisons of control schemes for monitoring the means of processes subject to drifts," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(2), pages 141-163, September.
    2. Zhou, Qin & Luo, Yunzhao & Wang, Zhaojun, 2010. "A control chart based on likelihood ratio test for detecting patterned mean and variance shifts," Computational Statistics & Data Analysis, Elsevier, vol. 54(6), pages 1634-1645, June.

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