A Multivariate Change Point Detection Procedure for Monitoring Mean and Covariance Simultaneously (Q4929160)

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scientific article; zbMATH DE number 6175375
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A Multivariate Change Point Detection Procedure for Monitoring Mean and Covariance Simultaneously
scientific article; zbMATH DE number 6175375

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    A Multivariate Change Point Detection Procedure for Monitoring Mean and Covariance Simultaneously (English)
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    13 June 2013
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    change point estimation
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    generalized variance control chart
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    Hotelling's \(T^2\) control chart
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    maximum likelihood estimation
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