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Guaranteed Conditional Performance of Control Charts via Bootstrap Methods

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  • Axel Gandy
  • Jan Terje Kvaløy

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  • Axel Gandy & Jan Terje Kvaløy, 2013. "Guaranteed Conditional Performance of Control Charts via Bootstrap Methods," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 647-668, December.
    • Handle: RePEc:bla:scjsta:v:40:y:2013:i:4:p:647-668
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    File URL: http://hdl.handle.net/10.1002/sjos.12006
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    References listed on IDEAS

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    1. Alexander Aue & Lajos Horváth & Marie Hušková & Piotr Kokoszka, 2006. "Change-point monitoring in linear models," Econometrics Journal, Royal Economic Society, vol. 9(3), pages 373-403, November.
    2. Giovanna Capizzi & Guido Masarotto, 2009. "Bootstrap-based design of residual control charts," IISE Transactions, Taylor & Francis Journals, vol. 41(4), pages 275-286.
    3. O. Grigg & V. Farewell, 2004. "An overview of risk‐adjusted charts," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 167(3), pages 523-539, August.
    4. Willem Albers & Wilbert C. M. Kallenberg, 2006. "Self‐adapting control charts," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 60(3), pages 292-308, August.
    5. Maravelakis, Petros E. & Castagliola, Philippe, 2009. "An EWMA chart for monitoring the process standard deviation when parameters are estimated," Computational Statistics & Data Analysis, Elsevier, vol. 53(7), pages 2653-2664, May.
    6. Willem Albers & Wilbert C.M. Kallenberg, 2004. "Estimation in Shewhart control charts: effects and corrections," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 59(3), pages 207-234, June.
    7. A. Gandy & J. T. Kvaløy & A. Bottle & F. Zhou, 2010. "Risk-adjusted monitoring of time to event," Biometrika, Biometrika Trust, vol. 97(2), pages 375-388.
    8. Fouladirad, Mitra & Grall, Antoine & Dieulle, Laurence, 2008. "On the use of on-line detection for maintenance of gradually deteriorating systems," Reliability Engineering and System Safety, Elsevier, vol. 93(12), pages 1814-1820.
    9. Ying Zhang & Philippe Castagliola & Zhang Wu & Michael Khoo, 2011. "The synthetic [Xbar] chart with estimated parameters," IISE Transactions, Taylor & Francis Journals, vol. 43(9), pages 676-687.
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    Cited by:

    1. Shu, Lei & Chen, Yu & Zhang, Weiping & Wang, Xueqin, 2022. "Spatial rank-based high-dimensional change point detection via random integration," Journal of Multivariate Analysis, Elsevier, vol. 189(C).
    2. Weiß, Christian H. & Steuer, Detlef & Jentsch, Carsten & Testik, Murat Caner, 2018. "Guaranteed conditional ARL performance in the presence of autocorrelation," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 367-379.
    3. Lucas O. F. Sales & André L. S. Pinho & Marcelo Bourguignon & F. Moisés C. Medeiros, 2022. "Control charts for monitoring the median in non-negative asymmetric data," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(4), pages 1037-1068, October.

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