Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes (Q5087536)
From MaRDI portal
scientific article; zbMATH DE number 7551975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes |
scientific article; zbMATH DE number 7551975 |
Statements
Step-Down diagnostic analysis for monitoring the covariance matrix of bivariate normal processes (English)
0 references
1 July 2022
0 references
bivarite normal distribution
0 references
covariance matrix
0 references
Monte Carlo simulation
0 references
step-down test
0 references
VMIX
0 references
VMAX
0 references
