38 citations · 71 across the 8 of their papers we have counts for
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stat.ME2012
Optimality of Non-Restarting CUSUM charts
F. Din-Houn Lau, Axel Gandy
We show optimality, in a well-defined sense, using cumulative sum (CUSUM) charts for detecting changes in distributions. We consider a setting with multiple changes between two kno…
stat.ME2012★ 38 cited
Non-Restarting CUSUM charts and Control of the False Discovery Rate
Axel Gandy, F. Din-Houn Lau
Cumulative sum (CUSUM) charts are typically used to detect changes in a stream of observations e.g. shifts in the mean. Usually, after signalling, the chart is restarted by setting…