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An adaptation of Page’s CUSUM test for change detection

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Summary

Page’s CUSUM test for detecting change in a sequence of independent observations is extended to the general parametric model involving nuisance parameters. The test statistic is the standardized efficient score vector. The model of nested random effects is analyzed in detail.

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Authors and Affiliations

  1. Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, AB, T6G 2G1, Canada

    Edit Gombay

  2. Department of Mathematical and Statistical Sciences, University of Alberta, Edmonton, AB, T6G 2G1, Canada

    Daniel Serban

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  1. Edit Gombay
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  2. Daniel Serban
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Gombay, E., Serban, D. An adaptation of Page’s CUSUM test for change detection. Period Math Hung 50, 135–147 (2005). https://doi.org/10.1007/s10998-005-0007-7

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  • DOI: https://doi.org/10.1007/s10998-005-0007-7

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