A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart
type: Item
instance of: scholarly article
title: A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart
zbMATH Open document ID: 0835.62097
DOI: 10.1016/0167-7152(94)00196-F
author: Steven E. Rigdon
published in: Statistics \& Probability Letters
publication date: 1996-01-11T00:00:00Z
Mathematics Subject Classification ID: 62P30
Mathematics Subject Classification ID: 65R20
Mathematics Subject Classification ID: 45H05
zbMATH DE Number: 820307
zbMATH Keywords: Hotelling T-square chart
zbMATH Keywords: iterated kernels
zbMATH Keywords: exponentially weighted moving average control chart
zbMATH Keywords: shifts in the process mean
zbMATH Keywords: average run length
zbMATH Keywords: MEWMA statistic
zbMATH Keywords: ARL
MaRDI profile type: Publication
cites work: A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
cites work: Q5533688
cites work: A Multivariate Exponentially Weighted Moving Average Control Chart
cites work: An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart
full work available at URL: 0167-7152(94)00196-f
OpenAlex ID: W1988299380
description: scientific article; zbMATH DE number 820307