Robust surveillance of covariance matrices using a single observation (Q2257028)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust surveillance of covariance matrices using a single observation |
scientific article |
Statements
Robust surveillance of covariance matrices using a single observation (English)
0 references
23 February 2015
0 references
singular Wishart distribution
0 references
CUSUM
0 references
EWMA
0 references
skew-normal distribution
0 references
expected delay
0 references
0 references
0 references
0 references
0 references
0 references
