| Article ID: | iaor19961852 |
| Country: | Germany |
| Volume: | 43 |
| Issue: | 1 |
| Start Page Number: | 43 |
| End Page Number: | 55 |
| Publication Date: | Jan 1996 |
| Journal: | Metrika |
| Authors: | Wu Y. |
In this paper, a new detecting procedure for the change point in the mean is proposed based on a linear kernel smoother. It uses a discontinuous kernel function and has a relative hgih constant efficiency in an interval of shift value and thus is less sensitive than the simple CUSUM, EWMA, FMA and Shiryayev-Roberts procedures. It also generalizes the FMA procedure.