Properties of Multivariate Control Charts with Estimated Parameters

DOI10.1080/07474940701247040zbMath1111.62117OpenAlexW1978772098MaRDI QIDQ3445885

L. Allison Jones-Farmer, Charles W. Champ

Publication date: 7 June 2007

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940701247040

zbMATH Keywords

ARLMEWMArun lengthMCUSUM

Mathematics Subject Classification ID

Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Applications of statistics in engineering and industry; control charts (62P30)

Related Items

MEWMA charts when parameters are estimated with applications in gene expression and bimetal thermostat monitoring, Accurate Tests and Intervals Based on Multivariate CUSUM Statistics, The Effect of Methods for Handling Missing Values on the Performance of the MEWMA Control Chart, CUSUM control charts for monitoring optimal portfolio weights, Multivariate Exponentially Weighted Moving Average Charts for a Mean Based on Its Prediction Distribution, Multivariate CUSUM chart: properties and enhancements, The Performance of the MEWMA Control Chart when Parameters are Estimated, The performance of multivariate CUSUM control charts with estimated parameters, Guaranteed Conditional Performance of Control Charts via Bootstrap Methods

Cites Work

• A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart
• Multivariate CUSUM Quality-Control Procedures
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• A Multivariate Exponentially Weighted Moving Average Control Chart
• A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
• An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart