A Multivariate Change Point Detection Procedure for Monitoring Mean and Covariance Simultaneously
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Publication:4929160
DOI10.1080/03610918.2012.661907zbMath1347.62260OpenAlexW1994444099MaRDI QIDQ4929160
Ipek Deveci Kocakoç, Eralp Doǧu
Publication date: 13 June 2013
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2012.661907
maximum likelihood estimationchange point estimationHotelling's \(T^2\) control chartgeneralized variance control chart
Estimation in multivariate analysis (62H12) Applications of statistics in engineering and industry; control charts (62P30)
Related Items (2)
Effect of measurement error on joint monitoring of process mean and coefficient of variation ⋮ Identifying the time of a step change with multivariate single control charts
Cites Work
- A multivariate control chart for simultaneously monitoring process mean and variability
- Estimation of Change Point in Generalized Variance Control Chart
- Estimation of the Change Point in theX¯andSControl Charts
- Multivariate control charts for process dispersion
- A New Multivariate Control Chart for Monitoring Both Location and Dispersion
- Estimation of the Change Point in Monitoring the Process Mean and Variance
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