WFRF:(Schiöler Linus 1977)
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- Frisén, Marianne,1943Gothenburg University,Göteborgs universitet,Institutionen för nationalekonomi med statistik, Statistiska forskningsenheten,Department of Economics, Statistical Research Unit (author)
Sufficient reduction in multivariate surveillance
- Article/chapterEnglish2011
Publisher, publication year, extent ...
- Informa UK Limited,2011
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- LIBRIS-ID:oai:gup.ub.gu.se/137188
- https://gup.ub.gu.se/publication/137188URI
- https://doi.org/10.1080/03610921003714162DOI
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- Language:English
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- 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.
Subject headings and genre
- NATURVETENSKAP Matematik Sannolikhetsteori och statistik hsv//swe
- NATURAL SCIENCES Mathematics Probability Theory and Statistics hsv//eng
- change-points
- exponential family
- MEWMA
- monitoring
- inference principles
Added entries (persons, corporate bodies, meetings, titles ...)
- Andersson, Eva M.,1968Gothenburg University,Göteborgs universitet,Institutionen för nationalekonomi med statistik, Statistiska forskningsenheten,Department of Economics, Statistical Research Unit(Swepub:gu)xaevaq (author)
- Schiöler, Linus,1977Gothenburg University,Göteborgs universitet,Institutionen för nationalekonomi med statistik, Statistiska forskningsenheten,Department of Economics, Statistical Research Unit(Swepub:gu)xschli (author)
- Göteborgs universitetInstitutionen för nationalekonomi med statistik, Statistiska forskningsenheten (creator_code:org_t)
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- In:Communication in Statistics. Theory and Methods: Informa UK Limited40:10, s. 1821-18380361-09261532-415X
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