A gradient approach to efficient design and analysis of multivariate EWMA control charts

DOI10.1080/00949655.2018.1483367OpenAlexW2806402590MaRDI QIDQ4960716

Wenpo Huang, Lianjie Shu, Wei Jiang

Publication date: 23 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2018.1483367

zbMATH Keywords

sensitivity analysisMarkov chainoptimal designfalse position method

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Gradient analysis of Markov-type control schemes and its applications

Cites Work

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• A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
• A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts
• An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart
• Optimal Statistical Design of a Multivariate EWMA Chart Based on ARL and MRL
• A modified regula falsi method for computing the root of an equation

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