Estimation of change point in generalized variance control chart

DOI10.1080/03610918.2010.542844MaRDI QIDQ3015850zbMATH OpenOpenAlexFDO

Authors Eralp Doǧu, Ipek Deveci Kocakoç

Publication date 13 July 2011

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2010.542844

zbMATH Keywords

maximum likelihood estimation (MLE)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics in engineering and industry; control charts (62P30) Statistical tables (62Q05)

Recommendations

• A multivariate change point detection procedure for monitoring mean and covariance simultaneously
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• Estimation of the Change Point in theX¯andSControl Charts
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Cites work

• Estimation of the Change Point in theX¯andSControl Charts
• GENERALIZED VARIANCE CHART DESIGN WITH ADAPTIVE SAMPLE SIZES. THE BIVARIATE CASE
• Inference about the change-point in a sequence of random variables
• Multivariate control charts for process dispersion
• Multivariate Process Variability Monitoring
• Statistical properties of the lsi multivariate control chart

Cited in

(11)

• Optimal designs of multivariate synthetic \(|S|\) control chart based on median run length
• Estimation of the Change Point in theX¯andSControl Charts
• Double sampling |S| control chart with variable sample size and variable sampling interval
• Control Charts for the Mean and Variance based on Changepoint Methodology
• A multivariate change point detection procedure for monitoring mean and covariance simultaneously
• Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing
• Identifying the time of change in the mean of a two-stage nested process
• Identifying the time of a step change with multivariate single control charts
• Multivariate synthetic \(|S|\) control chart with variable sampling interval
• Economically Optimal Design of a Multivariate SyntheticT²Chart
• Estimation of the Change Point in Monitoring the Process Mean and Variance

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