On the run length of the EWMA scheme: A monotonicity result for normal variables
type: Item
instance of: scholarly article
title: On the run length of the EWMA scheme: A monotonicity result for normal variables
zbMATH Open document ID: 0923.62106
DOI: 10.1016/S0378-3758(98)00260-2
author: Alexander Schöne
author: Wolfgang Schmid
author: Sven Knoth
published in: Journal of Statistical Planning and Inference
publication date: 1999-10-31T00:00:00Z
Mathematics Subject Classification ID: 62P30
zbMATH DE Number: 1329419
zbMATH Keywords: multivariate normal distribution
zbMATH Keywords: statistical process control
zbMATH Keywords: times series analysis
zbMATH Keywords: Slepian's inequality
zbMATH Keywords: EWMA control chart
describes a project that uses: nag
describes a project that uses: NAG
MaRDI profile type: Publication
cites work: Q4217118
cites work: Q4373571
cites work: CUSUM control schemes for Gaussian processes
cites work: Some properties of the EWMA control chart in the presence of autocorrelation
cites work: Q3903756
cites work: The multivariate normal distribution
cites work: Run-Length Distributions of Special-Cause Control Charts for Correlated Processes
cites work: Performance of CUSUM Control Schemes for Serially Correlated Observations
full work available at URL: s0378-3758(98)00260-2
OpenAlex ID: W2067859933
description: scientific article; zbMATH DE number 1329419