Year: 2024
Type: preprint
Abstract: The monitoring of serially independent or autocorrelated count processes is considered, having a Poisson or (negative) binomial marginal distribution under in-control conditions. Utilizing the corresponding Stein identities, exponentially weighted moving-average (EWMA) control charts are constructed, which can be flexibly adapted to uncover zero inflation, over- or underdispersion. The proposed Stein EWMA charts' performance is investigated by simulations, and their usefulness is demonstrated by a real-world data example from health surveillance.
Source: arXiv (Cornell University)
Author: Weiß, Christian H.
Institution: Helmut Schmidt University
Language: English
Subfield: Statistics, Probability and Uncertainty
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
Funder: Deutsche Forschungsgemeinschaft
OpenAlex ID: W4391158637