An omnibus CUSUM chart for monitoring time to event data.
A non-parametric method is proposed for monitoring time-to-event data. A cumulative sum chart is constructed that is able to detect an unknown out-of-control state. This method exploits the absolute differences between the Kaplan-Meier estimator and the in-control distribution over specific time intervals. The efficiency of the algorithm is studied via a simulation and a real data study. The new method is also tested via the simulation study against existing methods.
Department of Mathematics, Imperial College London, London , SW7 2AZ, UK, ioannis.phinikettos@imperial.ac.uk.
Ioannis
I
Phinikettos
Axel
A
Gandy
D003198:Computer Simulation; D003627:Data Interpretation, Statistical; D006760:Hospitalization; D006801:Humans; D053208:Kaplan-Meier Estimate; D015233:Models, Statistical; D018709:Statistics, Nonparametric; D020521:Stroke / Q000401:mortality