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Measurement error can often be harmful when estimating causal effects. Two scenarios in which this is the case are in the estimation of (a) the average treatment effect when confounders are measured with error and (b) the natural indirect…

Methodology · Statistics 2024-06-04 Caleb H. Miles , Linda Valeri , Brent Coull

In this paper, we not only propose an new optimal sequential test of sum of logarithmic likelihood ratio (SLR) but also present the CUSUM sequential test (control chart, stopping time) with the observation-adjusted control limits…

Applications · Statistics 2023-03-09 Fuquan Tang , Dong Han

The standard Cox model in survival analysis assumes that the covariate effect is constant across the entire covariate domain. However, in many applications, there is interest in considering the possibility that the covariate of main…

Applications · Statistics 2018-08-28 Sarit Agami , David M. Zucker , Donna Spiegelman

The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for weighted functionals of the cumulative sum (CUSUM)…

Econometrics · Economics 2025-10-28 Lajos Horvath , Gregory Rice , Yuqian Zhao

This paper develops a new multivariate control charting method for vector autocorrelated and serially correlated processes. The main idea is to propose a Bayesian multivariate local level model, which is a generalization of the…

Methodology · Statistics 2008-02-05 K. Triantafyllopoulos

Markov chain Monte Carlo (MCMC) produces a correlated sample for estimating expectations with respect to a target distribution. A fundamental question is when should sampling stop so that we have good estimates of the desired quantities?…

Statistics Theory · Mathematics 2017-10-02 Dootika Vats , James M. Flegal , Galin L. Jones

Industrial applications often exhibit multiple in-control patterns due to varying operating conditions, which makes a single functional linear model (FLM) inadequate to capture the complexity of the true relationship between a functional…

Methodology · Statistics 2024-10-29 Christian Capezza , Fabio Centofanti , Davide Forcina , Antonio Lepore , Biagio Palumbo

Control charts are important tools to monitor quality of products. One of useful applications is to monitor the proportion of non-conforming products. However, in practical applications, measurement error is ubiquitous and may occur due to…

Methodology · Statistics 2022-03-08 Li-Pang Chen , Su-Fen Yang

In Markov Chain Monte Carlo (MCMC) simulations, the thermal equilibria quantities are estimated by ensemble average over a sample set containing a large number of correlated samples. These samples are selected in accordance with the…

Data Analysis, Statistics and Probability · Physics 2015-01-08 J. Li , P. Vignal , S. Sun , V. M. Calo

In this paper, we identify the criteria for the selection of the minimal and most efficient covariate adjustment sets for the regression calibration method developed by Carroll, Rupert and Stefanski (CRS, 1992), used to correct bias due to…

Methodology · Statistics 2024-01-17 Wenze Tang , Donna Spiegelman , Yujie Wu , Molin Wang

A wide range of approaches for batch processes monitoring can be found in the literature. This kind of process generates a very peculiar data structure, in which successive measurements of many process variables in each batch run are…

Methodology · Statistics 2021-09-03 Batista Nunes de Oliveira , Marcio Valk , Danilo Marcondes Filho

Quality control is an essential operation in manufacturing, ensuring products meet the necessary standards of quality, safety, and reliability. Traditional methods, such as visual inspections, measurements, and statistical techniques, help…

Signal Processing · Electrical Eng. & Systems 2026-03-13 Sukumaran Rajasekaran , Ebru Turanoglu Bekar , Kanika Gandhi , Sabino Francesco Roselli , Mohan Rajashekarappa

Monitoring a process over time is so important in manufacturing processes to reduce the waste of money and time. Some charts as Shewhart, CUSUM, and EWMA are common to monitor a process with a single intended attribute which is used in…

We present a computationally efficient online kernel Cumulative Sum (CUSUM) method for change-point detection that utilizes the maximum over a set of kernel statistics to account for the unknown change-point location. Our approach exhibits…

Methodology · Statistics 2026-01-07 Song Wei , Yao Xie

The Cox regression model is a popular model for analyzing the relationship between a covariate and a survival endpoint. The standard Cox model assumes a constant covariate effect across the entire covariate domain. However, in many…

Applications · Statistics 2019-09-02 Sarit Agami , David M. Zucker , Donna Spiegelman

During the recent years there was an increased interest in studying the performance of different types of control charts, under various distributional models for continuous proportions, such as percentages and rates. In this work we…

Methodology · Statistics 2025-02-05 Athanasios C. Rakitzis

Ideally, a meta-analysis will summarize data from several unbiased studies. Here we consider the less than ideal situation in which contributing studies may be compromised by measurement error. Measurement error affects every study design,…

This paper characterizes the impact of covariate serial dependence on the non-asymptotic estimation error bound of penalized regressions (PRs). Focusing on the direct relationship between the degree of cross-correlation between covariates…

Statistics Theory · Mathematics 2023-02-14 Simone Tonini , Francesca Chiaromonte , Alessandro Giovannelli

Investigating the problem of setting control limits in the case of parameter uncertainty is more accessible when monitoring the variance because only one parameter has to be estimated. Simply ignoring the induced uncertainty frequently…

Methodology · Statistics 2022-04-19 Sven Knoth

Nonparametric control charts that can detect arbitrary distributional changes are highly desirable due to their flexibility to adapt to different distributional assumptions and distributional changes. However, most of such control charts in…

Methodology · Statistics 2017-12-15 Jun Li