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Showing 1 to 2 of 2 for “"Generalized CUSUM"”.
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High-dimensional change point detection for mean and location parameters
… In the first part, we consider cumulative sum (CUSUM) statistics that are widely used in the change point inference and identification. We study two problems for high-dimensional mean vectors based on the $\ell^{\infty}$-norm of the CUSUM statistics. For the problem of testing for the existence …
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Analysis of the Family of Generalized Cumulative Sum Type Control Charts
… measurement. In this project, the family of generalized cumulative sum type charts was studied. An equivalent chart version that requires fewer parameters was given. Some useful integral equations were derived for determining the run length distribution of the lower and upper one-sided …