Some properties of a linear combination CUSUM statistic for controlling a multivariate mean vector

DOI10.1016/j.jspi.2007.03.034zbMath1119.62122OpenAlexW2061159203MaRDI QIDQ2382882

Richard A. Johnson, Ruojia Li, Sang-Hoon Cho

Publication date: 4 October 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2007.03.034

zbMATH Keywords

multivariate statistical process controlAverage run length (ARL)weak convergence of CUSUM statistics

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical methods (62L99)

Cites Work

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• The invariance principle for Banach space valued random variables
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• A Multivariate Exponentially Weighted Moving Average Control Chart
• Sequential detection of a drift change in a wiener process
• Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
• The Effect of Serial Correlation on the Performance of CUSUM Tests
• On a Heuristic Method of Test Construction and its use in Multivariate Analysis
• CONTINUOUS INSPECTION SCHEMES

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