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Statistical surveillance. Optimality and methods.
(University of Gothenburg, 2002-02-01)
Different criteria of optimality are used in different subcultures of statistical surveillance. One aim with this review is to bridge the gap between the different areas. The shortcomings of some criteria of optimality are ...
Evaluations of likelihood based surveillance of volatility
(2007-12-13)
The volatility of asset returns are important in finance. Different likelihood based methods of statistical surveillance for detecting a change in the variance are evaluated. The differences are how the partial likelihood ...
Characterization of methods for surveillance by optimality
(University of Gothenburg, 1999-12-02)
Different criteria of optimality are discussed. The shortcomings of some criteria of optimality are demonstrated by their implications. The correspondences between some criteria of optimality and some methods are examined. ...
CHARACTERIZATION OF METHODS FOR SURVEILLANCE BY OPTIMALITY
(University of Gothenburg, 1994-02-01)
Different criteria of optimality are discussed. The shortcomings of some earlier criteria of optimality are demonstrated by their implications. The correspondences between some criteria of optimality and some methods are ...
Evaluations of likelihood ratio methods for surveillance
(University of Gothenburg, 1996-03-01)
Methods based on likelihood ratios are known to have several optimality properties. When control charts are used in practice, knowledge about several characteristics of the method is important for the judgement of which ...
Evaluation of univariate surveillance procedures for some multivariate problems
(University of Gothenburg, 1996-04-01)
The continual surveillance to detect changes has so far received large attention in the area of industrial quality control, where the monitoring of manufacturing processes to detect decreases in quality play an important ...
Some principles for surveillance adopted for multivariate processes with a common change point
(University of Gothenburg, 1996-02-01)
The surveillance of multivariate processes has received growing attention during the last decade. Several generalizations of well-known methods such as Shew hart , CUSUM and EWMA charts have been proposed. Many of these ...