This article considers the CUSUM-based (cumulative sum) test for a change point in a time series. In the case of testing for a mean shift, the traditional Kolmogorov–Smirnov test statistic involves a consistent long-run variance estimator, which is needed to make the limiting null distribution free of nuisance parameters. The commonly used lag-window type long-run variance estimator requires to...

BACKGROUND Influenza is a well known and common human respiratory infection, causing significant morbidity and mortality every year. Despite Influenza variability, fast and reliable outbreak detection is required for health resource planning. Clinical health records, as published by the Diagnosticat database in Catalonia, host useful data for probabilistic detection of influenza outbreaks. ME...

This paper describes a simple, non-parametric and generic test of the equivalence of Receiver Operating Characteristic (ROC) curves based on a modified Kolmogorov-Smirnov (KS) test. The test is described in relation to the commonly used techniques such as the Area Under the ROC curve (AUC) and the Neyman-Pearson method. We first review how the KS test is used to test the null hypotheses that th...