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On statistical surveillance of the performance of fund managers
(2009-02-17)
The aim of this report is to describe if and how statistical surveillance methods for monitoring of the performance of fund managers has been used. Statistical surveillance is a methodology for on-line monitoring, in which ...
Sufficient reduction in multivariate surveillance
(2009-08-31)
The relation between change points in multivariate surveillance is important but seldom considered. The sufficiency principle is here used to clarify the structure of some problems, to find efficient methods, and to determine ...