A Comparison Between Two Multivariate EWMA Schemes

DOI10.1080/03610910701792539zbMath1177.37082OpenAlexW2158083331MaRDI QIDQ3391867

Xia Pan

Publication date: 13 August 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701792539

zbMATH Keywords

statistical process controlaverage run lengthmultivariate exponentially weighted moving averageintegral equation for numerical analysis

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems and control (93E99) Applications of statistics in engineering and industry; control charts (62P30) Dynamical systems in control (37N35) Time series analysis of dynamical systems (37M10)

Cites Work

• A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart
• An alternative approach to multivariate EWMA control chart
• Multivariate quality control
• Computational Methods for Integral Equations
• An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification

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