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Run and Scan Rules in Statistical Process Monitoring
In this paper, we provide an overview of the use of run and scan rules in statistical process monitoring. Although we focus on control charts,...
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Empirical evaluation of initial transient deletion rules for the steady-state mean estimation problem
We propose three new initial transient deletion rules (denoted H1, H2 and H3) to reduce the bias of the natural point estimator when estimating the...
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Closed-form expressions of the run-length distribution of the nonparametric double sampling precedence monitoring scheme
A significant challenge in statistical process monitoring (SPM) is to find exact and closed-form expressions (CFEs) (i.e. formed...
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On Distribution and Average Run Length of a Two-Stage Control Process
In this article a method, using finite Markov chains, to obtain the run-length properties of a two-stage control process is presented. The method...
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Run and Scan Rules in Statistical Process Monitoring
In this paper, we provide an overview of the use of run and scan rules in statistical process monitoring. Although we focus on control charts,...
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On the Individuals Chart with Supplementary Runs Rules under Serial Dependence
To improve the sensitivity of a Shewhart control chart, it is common among practitioners to use supplementary runs rules. The performance of such...
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The Efficient Covariate-Adaptive Design for high-order balancing of quantitative and qualitative covariates
In the context of sequential treatment comparisons, the acquisition of covariate information about the statistical units is crucial for the validity...
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Pre-selection in cointegration-based pairs trading
The paper compares the final profitability of a cointegration-based pairs trading strategy when pairs of stocks are pre-selected by means of seven...
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Pareto Distribution-Based Shewhart Control Chart for Early Detection of Process Mean Shifts
The Pareto distribution is of paramount importance in actuarial science, wealth distribution, finance, etc. This paper introduces a control chart...
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An out-of-sample perspective on the assessment of incremental predictive validity
In a psychometric analysis of a new psychological test, we often assess the predictive validity of a new target test over and above a baseline test,...
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Advanced Methods of Statistical Process Control
Following Chap. 2 , we present in this chapter more advanced methods of statistical process control. We...
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Common Errors and Mistakes
Sometimes, one gets some error messages or warnings when executing code (write and run a script) or warnings in R.
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Choosing the Best Arm with Guaranteed Confidence
We consider the problem of finding, through adaptive sampling, which of n populations (arms) has the largest mean. Our objective is to determine a...
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Statistics at the Stock Exchange
For decades, prices and returns of financial assets have been a coveted object of statistical research. The present chapter focuses on common stocks...
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CKMorph: a comprehensive morphological analyzer for Central Kurdish
A morphological analyzer, a significant component of many natural language processing applications, especially for morphologically rich languages,...
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Posterior alternatives with informative early stop**
It is standard Bayesian practice that when more data become available, the posterior distribution is updated with new information and the posterior...
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SFU: Surface-Free Utility-Based Design for Dose Optimization in Cancer Drug Combination Trials
Precision oncology has demonstrated the potential of drug combinations in effectively enhancing anti-tumor efficiency and controlling disease...
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A dual subspace parsimonious mixture of matrix normal distributions
We present a parsimonious dual-subspace clustering approach for a mixture of matrix-normal distributions. By assuming certain principal components of...
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Longitudinal mediation analysis through generalised linear mixed models: a comparison of maximum-likelihood and Bayesian estimation
The main goal of mediation analysis is to estimate the indirect effect of an exposure on a response variable conveyed by an intermediate variable...
