Application of copulas to multivariate control charts

DOI10.1016/J.JSPI.2013.05.005MaRDI QIDQ393636zbMATH OpenOpenAlexFDO

Authors Ghislain Verdier

Publication date 23 January 2014

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.2013.05.005

zbMATH Keywords

density estimationlevel setsstatistical process controlcopulas modeling

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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• Bivariate copulas on the Hotelling's \(T^2\) control chart
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• scientific article; zbMATH DE number 1107634

Cites work

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• A computable plug-in estimator of minimum volume sets for novelty detection
• A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• An introduction to copulas.
• Control Charts for Multivariate Processes
• DDMA-charts: nonparametric multivariate moving average control charts based on data depth
• Estimation of density level sets with a given probability content
• Multivariate plug-in bandwidth selection
• Parametric versus nonparametric tolerance regions in detection problems
• Semiparametric multivariate density estimation for positive data using copulas
• The \(L_1\) convergence of kernel density estimates

Cited in

(14)

• Copula-Based Bivariate ZIP Control Chart for Monitoring Rare Events
• Multivariate copulas on the MCUSUM control chart
• Bivariate copula-based CUSUM charts for monitoring conditional nonlinear processes with first-order autocorrelation
• Bivariate copulas on the Hotelling's \(T^2\) control chart
• A likelihood control chart for monitoring bivariate lifetime processes
• Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment
• The efficiency of constructed bivariate copulas for MEWMA and Hotelling’s T² control charts
• On soft computing with random fuzzy sets in econometrics and machine learning
• A bivariate zero-inflated Poisson control chart: Comments and corrections on earlier results
• Control charts of mean and variance using copula Markov SPC and conditional distribution by copula
• Research on fault diagnosis of flexible material R2R manufacturing system based on quality control chart and SoV
• Construction of bivariate copulas on the Hotelling's \(T^2\) control chart
• Trivariate copulas on the MEWMA control chart
• Trade and currency options hedging model

Describes a project that uses

Uses Software

• copula
• copula

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