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Sufficient reductio...
Sufficient reduction in multivariate surveillance
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- Frisén, Marianne, 1943 (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för nationalekonomi med statistik, Statistiska forskningsenheten,Department of Economics, Statistical Research Unit
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- Andersson, Eva M., 1968 (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för nationalekonomi med statistik, Statistiska forskningsenheten,Department of Economics, Statistical Research Unit
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- Schiöler, Linus, 1977 (författare)
- Gothenburg University,Göteborgs universitet,Institutionen för nationalekonomi med statistik, Statistiska forskningsenheten,Department of Economics, Statistical Research Unit
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(creator_code:org_t)
- Informa UK Limited, 2011
- 2011
- Engelska.
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Ingår i: Communication in Statistics. Theory and Methods. - : Informa UK Limited. - 0361-0926 .- 1532-415X. ; 40:10, s. 1821-1838
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Abstract
Ämnesord
Stäng
- 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 appropriate evaluation metrics. We study processes where the changes occur simultaneously or with known time lags. The surveillance of spatial data is one example where known time lags can be of interest. A general version of a theorem for the sufficient reduction of processes that change with known time lags is given. A simulation study illustrates the benefits or the methods based on the sufficient statistics.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- change-points
- exponential family
- MEWMA
- monitoring
- inference principles
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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