Sven Knoth - Selected Papers

• S. Knoth and S. Steinmetz. EWMA p charts under sampling by variables.
  International Journal of Production Research 66, accepted, 2013.
  Taylor & Francis -- International Journal of Production Research
• P. Wittenberg, K. Sever, S. Knoth, N. Sahin, and J. Bondarenko. Determining quantitative road safety targets by applying statistical prediction techniques and a multi-stage adjustment procedure.
  Accident Analysis & Prevention 50, 566-577, 2013.
  Elsevier -- Accident Analysis & Prevention
• S. Knoth. More on Control Charting under Drift.
  In Frontiers of Statistical Quality Control 10, Lenz, H.-J.,Schmid, W., and Wilrich, P.-Th. (Eds.), 53-68, 2012.
  Springer/Physica
• S. Knoth and M. Frisen. Minimax Optimality of CUSUM for an Autoregressive Model.
  Statistica Neerlandica 66, 357-379, 2012.
  Blackwell -- Statistica Neerlandica
• S. Knoth. Discussion on "Quickest Detection Problems: Fifty Years Later" by Albert N. Shiryaev.
  Sequential Analysis 29, No. 4, 425-429, 2010.
  Taylor & Francis -- Sequential Analysis
• S. Knoth. Control Charting Normal Variance -- Reflections, Curiosities, and Recommendations.
  In Frontiers of Statistical Quality Control 9, Lenz, H.-J., Wilrich, P.-Th., and Schmid, W. (Eds.), 3-18, 2010.
  Springer/Physica
• S. Knoth. Discussion on "Optimal Sequential Surveillance for Finance, Public Health, and Other Areas" by Marianne Frisén.
  Sequential Analysis 28, No. 3, 352-356, 2009.
  Taylor & Francis -- Sequential Analysis
• S. Knoth., C. Morais, A. Pacheco, and W. Schmid Misleading Signals in Simultaneous Residual Schemes for the Mean and Variance of a Stationary Process.
  Communications in Statistics -- Theory and Methods 38, No. 16, 2923 - 2943, 2009.
  Taylor & Francis -- CSTM
• W. Schmid and S. Knoth. Discussion on "Is Average Run Length to False Alarm Always an Informative Criterion?" by Yajun Mei.
  Sequential Analysis 27, No. 4, 392-395, 2008.
  Taylor & Francis -- Sequential Analysis
• S. Knoth. Accurate ARL calculation for EWMA control charts monitoring simultaneously normal mean and variance.
  Sequential Analysis 26, No. 3, 251-263, 2007.
  Taylor & Francis -- Sequential Analysis
• S. Knoth. Computation of the ARL for CUSUM-S^2 schemes.
  Computational Statistics and Data Analysis 51, No. 2, 499-512, 2006.
  Elsevier -- CSDA
• S. Knoth. The art of evaluating monitoring schemes -- how to measure the performance of control charts?
  In Frontiers of Statistical Quality Control 8, Lenz, H.-J. and Wilrich, P.-Th. (Eds.), 74-99, 2006.
  Springer/Physica
• S. Knoth. Accurate ARL computation for EWMA-S^2 control charts.
  Statistics and Computing 15, No. 4, 341 - 352, 2005.
  Springer -- Statistics and Computing
• S. Knoth. Fast initial response features for EWMA control charts.
  Statistical Papers 46, No. 1, 47-64, 2005.
  Springer -- Statistical Papers
• S. Knoth and W. Schmid. Control Charts for Time Series: A Review.
  In Frontiers of Statistical Quality Control 7, Lenz, H.-J. and Wilrich, P.-Th. (Eds.), 210-236, 2004.
  Springer/Physica
• S. Knoth. EWMA schemes with non-homogeneous transition kernels.
  Sequential Analysis, 22, no. 3, 241-255, 2003.
  Taylor & Francis -- Sequential Analysis
• S. Knoth and Raid Amin. Autocorrelation and tolerance limits.
  Journal of Statistical Computation and Simulation, 73, no. 7, 467-489, 2003.
  Taylor & Francis -- JSCS
• S. Knoth. Statistical Process Control.
  In Applied Quantitative Finance. Theory and Computational Tools. Härdle, W., Kleinow, T. and Stahl, G. (Eds.), Springer, 2002.
  Springer link, chapter 11 (ebook)
• S. Knoth and W. Schmid. Monitoring the mean and the variance of a stationary process.
  Statistica Neerlandica, 56, 77-100, 2002.
  Blackwell -- Statistica Neerlandica
• S. Knoth, W. Schmid and A. Schöne. Simultaneous Shewhart-Type Charts for the Mean and the Variance of a Time Series.
  In Frontiers of Statistical Quality Control. Lenz, H.-J. and Wilrich, P.-Th. (Eds.), Physica Verlag, Heidelberg, Germany, 6, 61-79, 2001.
  Springer/Physica
• A. Schöne, W. Schmid and S. Knoth. On the Run Length of the EWMA Scheme: A Monotonicity Result for Normal Variables.
  Journal of Statistical Planning and Inference, 79, 289-297, 1999.
  Elsevier -- JSPI
• S. Knoth. CUSUM Schemes and Erlang Distributions.
  In: Advances in Stochastic Models for Reliability, Quality and Safety. W. Kahle, E. v. Collani, J. Franz and U. Jensen (Eds.), Birkhäuser Boston, 323--341, 1998.
  Birkhäuser/Amazon
• S. Knoth. Quasi-stationarity of CUSUM Schemes for Erlang Distributions.
  Metrika, 48, 31--48, 1998.
  Springer -- Metrika
• S. Knoth. Exact Average Run Lengths of CUSUM Schemes for Erlang Distributions.
  Sequential Analysis, 17, 173--184, 1998.
  Taylor & Francis -- Sequential Analysis