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A nonparametric CUSUM control chart based on the Mann-Whitney statistic
Change-point Mann-Whitney statistic cumulative sum chart
2013/6/14
This article aims to consider a new univariate nonparametric cumulative sum (CUSUM) control chart for small shift of location based on both change-point model and Mann-Whitney statistic. Some comparis...
The Cusum Test for Parameter Change in Regression Models with ARCH Errors
Brownian bridge regression models with ARCH errors residual cusum test test for parameter change weak convergence
2009/3/10
In this paper we consider the problem of testing for a parameter change in regression models with ARCH errors based on the residual cusum test. It is shown that the limiting distribution of the residu...