1 citations · 1 across the 6 of their papers we have counts for
6 papers
The Population Resemblance Statistic: A Chi-Square Measure of Fit for Banking
Nelis Potgieter, Corli van Zyl, WD Schutte +1
The Population Stability Index (PSI) is a widely used measure in credit risk modeling and monitoring within the banking industry. Its purpose is to monitor for changes in the popul…
On the conditional distribution of the mean of the two closest among a set of three observations
I. J. H. Visagie, F. Lombard
Chemical analyses of raw materials are often repeated in duplicate or triplicate. The assay values obtained are then combined using a predetermined formula to obtain an estimate of…
Signed Sequential Rank Shiryaev-Roberts Schemes
C van Zyl, F Lombard
We develop Shiryaev-Roberts schemes based on signed sequential ranks to detect a persistent change in location of a continuous symmetric distribution with known median. The in-cont…
CUSUM ARL - Conditional or Unconditional?
F. Lombard, D. M. Hawkins
The behavior of CUSUM charts depends strongly on how they are initialized. Recent work has suggested that self-starting CUSUM methods retain some dependence on their very first rea…
Signed Sequential Rank CUSUMs
F. Lombard, C. Van Zyl
CUSUMs based on the signed sequential ranks of observations are developed for detecting location and scale changes in symmetric distributions. The CUSUMs are distribution free and…
Nonparametric Cusum Charts for Angular Data with Applications in Health Science and Astrophysics
F. Lombard, Douglas M. Hawkins, Cornelis Potgieter
This paper develops non-parametric rotation invariant CUSUMs suited to the detection of changes in the mean direction as well as changes in the concentration parameter of angular d…