Variable sampling interval EWMA chart for multivariate coefficient of variation

DOI10.1080/03610926.2020.1818100OpenAlexW3084679956MaRDI QIDQ5092696

Sajal Saha, Michael B. C. Khoo, Heba N. Ayyoub, Ming Ha Lee

Publication date: 22 July 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2020.1818100

zbMATH Keywords

average time to signalexponentially weighted moving averagemultivariate coefficient of variationvariable sampling intervalexpected average time to signalstandard deviation of the time to signal

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Statistical Distributions
• Theory and Applications of Gaussian Quadrature Methods
• Random Orthogonal Transformations and their use in Some Classical Distribution Problems in Multivariate Analysis
• Hotelling's T²control chart with variable sampling intervals
• One-sided synthetic control charts for monitoring the multivariate coefficient of variation

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