Imperial College London
Portrait Picture

Professor Axel Gandy

Faculty of Natural Sciences, Department of Mathematics

Head of Department of Mathematics & Chair in Statistics
 
 
 
//

Contact

 

+44 (0)20 7594 8518a.gandy Website

 
 
//

Location

 

644Huxley BuildingSouth Kensington Campus

//

Summary

 

Publications

Citation

BibTex format

@article{Gandy:2013:10.1002/sjos.12006,
author = {Gandy, A and Kvaløy, JT},
doi = {10.1002/sjos.12006},
journal = {Scandinavian Journal of Statistics},
title = {Guaranteed Conditional Performance of Control Charts via Bootstrap Methods},
url = {http://dx.doi.org/10.1002/sjos.12006},
volume = {n/a},
year = {2013}
}
Download

RIS format (EndNote, RefMan)

TY  - JOUR
AB  - To use control charts in practice, the in-control state usually has to beestimated. This estimation has a detrimental effect on the performance ofcontrol charts, which is often measured for example by the false alarmprobability or the average run length. We suggest an adjustment of themonitoring schemes to overcome these problems. It guarantees, with a certainprobability, a conditional performance given the estimated in-control state.The suggested method is based on bootstrapping the data used to estimate thein-control state. The method applies to different types of control charts, andalso works with charts based on regression models, survival models, etc. If anonparametric bootstrap is used, the method is robust to model errors. We showlarge sample properties of the adjustment. The usefulness of our approach isdemonstrated through simulation studies.
AU  - Gandy,A
AU  - Kvaløy,JT
DO  - 10.1002/sjos.12006
PY  - 2013///
SN  - 0303-6898
TI  - Guaranteed Conditional Performance of Control Charts via Bootstrap Methods
T2  - Scandinavian Journal of Statistics
UR  - http://dx.doi.org/10.1002/sjos.12006
UR  - http://arxiv.org/abs/1111.4180v1
UR  - http://hdl.handle.net/10044/1/18655
VL  - n/a
ER  -
Download