Bivariate copulas on the Hotelling's T2 control chart

DOI10.1080/03610918.2016.1228958zbMath1462.62305OpenAlexW2522381225MaRDI QIDQ4563420

Saowanit Sukparungsee, Sasigarn Kuvattana, Yupaporn Areepong, Piyapatr Busababodhin

Publication date: 1 June 2018

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

Full work available at URL: https://doi.org/10.1080/03610918.2016.1228958

zbMATH Keywords

copulaexponential distributionHotelling's \(T^2\) control chart\textit{ARL}

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (3)

The efficiency of constructed bivariate copulas for MEWMA and Hotelling’s T² control charts ⋮ Multivariate copulas on the MCUSUM control chart ⋮ Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment

Uses Software

• nacopula
• copula
• copula

Cites Work

• Unnamed Item
• Unnamed Item
• Application of copulas to multivariate control charts
• Likelihood inference for Archimedean copulas in high dimensions under known margins
• An introduction to copulas.
• Copula Modeling: An Introduction for Practitioners
• Multivariate Kendall's tau for change-point detection in copulas
• Copula-Based Bivariate ZIP Control Chart for Monitoring Rare Events
• Statistical Inference Procedures for Bivariate Archimedean Copulas
• Sequential Signals on a Control Chart Based on Nonparametric Statistical Tests

This page was built for publication: Bivariate copulas on the Hotelling's T² control chart