Showing 1 - 10 of 77
The paper reports a robust parameter design experiment, where we have used Taguchi's product array and a combined array simultaneously. This was done as part of a research project dealing with experimental design to optimise the process of sheet metal spinning. We found that the classical...
Persistent link: https://www.econbiz.de/10010306284
The paper reports a robust parameter design experiment, where we have used Taguchi's product array and a combined array simultaneously. This was done as part of a research project dealing with experimental design to optimise the process of sheet metal spinning. We found that the classical...
Persistent link: https://www.econbiz.de/10009295213
An important problem of the statistical analysis of time series is to detect change-points in the mean structure. Since this problem is a one-dimensional version of the higher dimensional problem of detecting edges in images, we study detection rules which benefit from results obtained in image...
Persistent link: https://www.econbiz.de/10010514273
In nonparametric curve estimation the decision about the type of smoothing parameter is critical for the practical performance. The nearest neighbor bandwidth as introduced by Gefeller and Dette 1992 for censored data in survival analysis is specified by one parameter, namely the number of...
Persistent link: https://www.econbiz.de/10010516927
Research in combining of economic forecasts made by several research institutes on the same economic variable has focused on estimation, hoping that the combined forecast will be improved by taking into account the expert opinions of the institutes. We provide a confidence interval on the...
Persistent link: https://www.econbiz.de/10009772049
In many applications one is interested to detect certain (known) patterns in the mean of a process with smallest delay. Using an asymptotic framework which allows to capture that feature, we study a class of appropriate sequential nonparametric kernel procedures under local nonparametric...
Persistent link: https://www.econbiz.de/10010509828
Motivated in part by applications in model selection in statistical genetics and sequential monitoring of financial data, we study an empirical process framework for a class of stopping rules which rely on kernel-weighted averages of past data. We are interested in the asymptotic distribution...
Persistent link: https://www.econbiz.de/10010509838
In the presence of variability control factors in Taguchi experiments, then the original b-method (Logothetis 1990) is liable to lead to wrong transformations. We propose a generalization of the b-method which should lead to correct transformations, even if there is a variability control factor...
Persistent link: https://www.econbiz.de/10010316481
In the presence of variability control factors in Taguchi experiments, then the original b-method (Logothetis 1990) is liable to lead to wrong transformations. We propose a generalization of the b-method which should lead to correct transformations, even if there is a variability control factor...
Persistent link: https://www.econbiz.de/10010467733
In the presence of variability control factors in Taguchi experiments, then the original b-method (Logothetis 1990) is liable to lead to wrong transformations. We propose a generalization of the b-method which should lead to correct transformations, even if there is a variability control factor...
Persistent link: https://www.econbiz.de/10010955514