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

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