Multivariate copulas on the MCUSUM control chart

DOI10.1080/23311835.2017.1342318MaRDI QIDQ5193433zbMATH OpenOpenAlexFDO

Authors S. Sukparungsee, Sasigarn Kuvattana, Piyapatr Busababodhin, Y. Areepong

Publication date 10 September 2019

Published in Cogent Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/23311835.2017.1342318

zbMATH Keywords

average run lengthcopulaMonte Carlo simulationmultivariate cumulative sum

Mathematics Subject Classification ID

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

Recommendations

• Trivariate copulas on the MEWMA control chart
• Bivariate copulas on the Hotelling's \(T^2\) control chart
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• Multivariate CUSUM chart: properties and enhancements

Cites work

• A Multivariate Exponentially Weighted Moving Average Control Chart
• An introduction to copulas.
• Analysis of average run length for CUSUM procedure with negative exponential data
• Application of copulas to multivariate control charts
• Bivariate copulas on the Hotelling's \(T^2\) control chart
• CONTINUOUS INSPECTION SCHEMES
• Copula modeling: An introduction for practitioners
• Copula-Based Bivariate ZIP Control Chart for Monitoring Rare Events
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Likelihood inference for Archimedean copulas in high dimensions under known margins
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• Multivariate Kendall's tau for change-point detection in copulas
• Sequential signals on a control chart based on nonparametric statistical tests
• The performance of multivariate CUSUM control charts with estimated parameters

Cited in

(15)

• Some robust approaches based on copula for monitoring bivariate processes and component-wise assessment
• Copula-Based Bivariate ZIP Control Chart for Monitoring Rare Events
• Application of copulas to multivariate control charts
• scientific article; zbMATH DE number 6971064 (Why is no real title available?)
• Bivariate copulas on the Hotelling's \(T^2\) control chart
• Trivariate copulas on the MEWMA control chart
• The efficiency of constructed bivariate copulas for MEWMA and Hotelling’s T² control charts
• Control charts of mean and variance using copula Markov SPC and conditional distribution by copula
• Construction of bivariate copulas on the Hotelling's T^2 control chart
• An optimal control chart for finite matrix sequences at some unknown change point
• scientific article; zbMATH DE number 7734386 (Why is no real title available?)
• A real-time monitoring approach for bivariate event data
• A comparison of MEWMA and MCUSUM control charts for monitoring bivariate Weibull distribution
• Multivariate time between events control charts for Gumbel's bivariate exponential distribution with estimated parameters
• The efficiency of the Hotelling's T^2 control chart performance using bivariate copulas: a Monte Carlo simulation approach with Kendall's tau dependence

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Uses Software

• copula
• copula

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