CUSUM charts for monitoring the mean of a multivariate Gaussian process

DOI10.1016/j.jspi.2010.12.020zbMath1209.62375OpenAlexW2055701391MaRDI QIDQ630935

Olha Bodnar, Wolfgang Schmid

Publication date: 22 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.12.020

zbMATH Keywords

tablesstatistical process controllikelihood ratio approachsequential probability ratio testmultivariate control charts

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Inference from stochastic processes (62M99) Sequential statistical analysis (62L10)

Related Items

Statistical surveillance of the mean vector and the covariance matrix of nonlinear time series, Control charts for multivariate spatial autoregressive models, Sequential monitoring of high‐dimensional time series, Joint optimisation of double warning T²-Hotelling chart and maintenance policy with multiple assignable causes, Control charts for high-dimensional time series with estimated in-control parameters, Monitoring mean changes in persistent multivariate time series, Recent advances in shrinkage-based high-dimensional inference, Surveillance of non-stationary processes

Cites Work

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• CONTINUOUS INSPECTION SCHEMES
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