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Studies on the Surveillance of Univariate and Multivariate Processes

By Peter Wessman
December 1999
Almqvist & Wiskell International
ISBN: 91-22-01827-1
101 pages, illustrated
$54.50 paper original

OUT OF PRINT


This Ph.D. thesis contains results on the statistical surveillance of sudden changes, both in univariate and multivariate processes. It consists of four papers with summaries: Some principles for surveillance adopted for multivariate processes with a common change point. Evaluations of likelihood ratio methods for surveillance: differences and robustness. The surveillance of several processes with different change points. Some power aspects of methods for detecting different shifts in the mean.

Statistics; Math
Statistika Institutionen, Göteborgs Universitet, Skriftserie No. 25