Search
Now showing items 1-7 of 7
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. ...
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 ...
ON PERFORMANCE OF METHODS FOR STATISTICAL SURVEILLANCE
(University of Gothenburg, 1994-07-01)
Statistical surveillance is used to detect a change in a process. It might for example be a change of the level of a characteristic of an economic time series or a change of heart rate in intensive care. An alarm is triggered ...
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 ...
CONSTANT PREDICTIVE VALUE OF AN ALARM
(University of Gothenburg, 1994-06-01)
One main purpose of statistical surveillance is to detect a change in a process, often expressed as a shift from one level to another. When a sequence of decisions is made, measures, like the number of decisions that have ...