Multivariate copulas on the MCUSUM control chart

DOI10.1080/23311835.2017.1342318zbMath1426.62391OpenAlexW2626031482MaRDI QIDQ5193433

Sasigarn Kuvattana, Yupaporn Areepong, Piyapatr Busababodhin, Saowanit Sukparungsee

Publication date: 10 September 2019

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/23311835.2017.1342318

zbMATH Keywords

copulaMonte Carlo simulationaverage run lengthmultivariate cumulative sum

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 (4)

Unnamed Item ⋮ Unnamed Item ⋮ Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment ⋮ An optimal control chart for finite matrix sequences at some unknown change point

Uses Software

• copula
• copula

Cites Work

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• 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
• The performance of multivariate CUSUM control charts with estimated parameters
• Copula-Based Bivariate ZIP Control Chart for Monitoring Rare Events
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• A Multivariate Exponentially Weighted Moving Average Control Chart
• Bivariate copulas on the Hotelling's T² control chart
• Sequential Signals on a Control Chart Based on Nonparametric Statistical Tests
• CONTINUOUS INSPECTION SCHEMES

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