Change Point Estimation of Multivariate Linear Profiles Under Linear Drift

DOI10.1080/03610918.2013.824093zbMath1321.62152OpenAlexW2071135705MaRDI QIDQ5265814

Mona Ayoubi, Reza Baradaran Kazemzadeh, Rassoul Noorossana

Publication date: 29 July 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.824093

zbMATH Keywords

maximum likelihood estimatorstatistical process controlchange point estimationlinear driftstep changemultivariate linear profile

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (5)

Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing ⋮ Monitoring multivariate simple linear profiles using robust estimators ⋮ Simultaneous monitoring of mean vector and covariance matrix of multivariate simple linear profiles in the presence of within profile autocorrelation ⋮ New control charts for simultaneous monitoring of the mean vector and covariance matrix of multivariate multiple linear profiles ⋮ Monotonic change point estimation of generalized linear model-based regression profiles

Cites Work

• LASSO-based multivariate linear profile monitoring
• Control chart based on likelihood ratio for monitoring linear profiles
• Phase I Analysis of Multiple Linear Regression Profiles
• Phase I Monitoring of Polynomial Profiles
• Profile Monitoring Using Nonparametric BootstrapT²Control Chart

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