A multivariate change point detection procedure for monitoring mean and covariance simultaneously (Q4929160)
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scientific article; zbMATH DE number 6175375
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| English | A multivariate change point detection procedure for monitoring mean and covariance simultaneously |
scientific article; zbMATH DE number 6175375 |
Statements
A Multivariate Change Point Detection Procedure for Monitoring Mean and Covariance Simultaneously (English)
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13 June 2013
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change point estimation
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generalized variance control chart
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Hotelling's \(T^2\) control chart
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maximum likelihood estimation
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0.9055459499359132
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0.8562912940979004
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0.8282619714736938
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0.8186326622962952
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0.8000879287719727
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