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Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes - MaRDI portal

Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes (Q5087536)

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scientific article; zbMATH DE number 7551975
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Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes
scientific article; zbMATH DE number 7551975

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    Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes (English)
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    1 July 2022
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    bivarite normal distribution
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    covariance matrix
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    Monte Carlo simulation
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    step-down test
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    VMIX
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    VMAX
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