On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn

E. Andersson

Statistics & Probability Letters, 2005, vol. 73, issue 4, 433-439

Abstract: Order restricted regression is used to estimate the parameters in surveillance for turning point detection. It is shown that the alarm probability in the surveillance system increases as the absolute growth of the expected value after the turn increases.

Keywords: Surveillance; Order; restricted; regression; On-line; detection (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (1)

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