caa a22 4500 378847775 CHVBK 20180305123315.0 cr unu---uuuuu 161128e200310 xx s 000 0 eng 10.1515/EQC.2003.149 doi (NATIONALLICENCE)gruyter-10.1515/EQC.2003.149 Steland Ansgar Ruhr-Universität Bochum, Fakultät für Mathematik, Mathematik 3 NA 3/71, Universitätsstr. 150, D-44780 Bochum, Germany. ansgar.steland@ruhr-uni-bochum.de NP-Optimal Kernels for Nonparametric Sequential Detection Rules [Elektronische Daten] [Ansgar Steland] An attractive nonparametric method to detect change-points sequentially is to apply control charts based on kernel smoothers. Recently, the strong convergence of the associated normed delay associated with such a sequential stopping rule has been studied under sequences of out-of-control models. Kernel smoothers employ a kernel function to downweight past data. Since kernel functions with values in the unit interval are sufficient for that task, we study the problem to optimize the asymptotic normed delay over a class of kernels ensuring that restriction and certain additional moment constraints. We apply the key theorem to discuss several important examples where explicit solutions exist to illustrate that the results are applicable. © Heldermann Verlag Control charts nationallicence financial data nationallicence nonparametric regression nationallicence quality control nationallicence statistical genetics nationallicence Economic Quality Control Walter de Gruyter GmbH & Co. KG 18/2(2003-10), 149-163 0940-5151 18:2<149 2003 18 EQC https://doi.org/10.1515/EQC.2003.149 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.1515/EQC.2003.149 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Steland Ansgar Ruhr-Universität Bochum, Fakultät für Mathematik, Mathematik 3 NA 3/71, Universitätsstr. 150, D-44780 Bochum, Germany. ansgar.steland@ruhr-uni-bochum.de NATIONALLICENCE 773 0- Economic Quality Control Walter de Gruyter GmbH & Co. KG 18/2(2003-10), 149-163 0940-5151 18:2<149 2003 18 EQC CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter