EWMA Charts for Multivariate Output: Some Stochastic Ordering Results

DOI10.1080/03610920801956439zbMath1147.62100OpenAlexW1981661569WikidataQ59323876 ScholiaQ59323876MaRDI QIDQ3532753

Yarema Okhrin, Manuel Cabral Morais, António Pacheco, Wolfgang Schmid

Publication date: 28 October 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920801956439

zbMATH Keywords

stochastic orderingstatistical process controlrun lengthcontrol schemes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05)

Related Items (4)

On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output ⋮ Misleading Signals in Simultaneous Schemes for the Mean Vector and Covariance Matrix of a Bivariate Process ⋮ Stochastic Ordering in the Qualitative Assessment of the Performance of Simultaneous Schemes for Bivariate Processes ⋮ Comparison of joint control schemes for multivariate normal i.i.d. output

Cites Work

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• Monitoring the cross-covariances of a multivariate time series
• SOME STOCHASTIC PROPERTIES OF UPPER ONE-SIDED AND EWMA CHARTS FOR μ IN THE PRESENCE OF SHIFTS IN σ
• A Multivariate Exponentially Weighted Moving Average Control Chart
• EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes

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