Misleading Signals in Simultaneous Schemes for the Mean Vector and Covariance Matrix of a Bivariate Process

DOI10.1007/978-3-642-32419-2_23zbMath1407.62209OpenAlexW104503964MaRDI QIDQ4644988

Manuel Cabral Morais, Wolfgang Schmid, António Pacheco, Patrícia Ferreira Ramos

Publication date: 9 January 2019

Published in: Recent Developments in Modeling and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-32419-2_23

zbMATH Keywords

covariance matrixmisleading signalsmean vectorbivariate process

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) General theory of stochastic processes (60G07)

Related Items (2)

On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output ⋮ Strategies to Reduce the Probability of a Misleading Signal

Cites Work

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• On the performance of combinedEWMAschemes forμandσ: a markovian approach
• A New Multivariate Control Chart for Monitoring Both Location and Dispersion
• An approach to the probability distribution of cusum run length

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