Optimal multivariate EWMA chart for detecting common change in mean

DOI10.1007/S11009-025-10155-9MaRDI QIDQ6992035zbMATH OpenFDO

Authors Yanhong Wu, Wei Biao Wu

Publication date 28 April 2025

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

zbMATH Keywords

change pointEWMA proceduregeneralized LRTMA procedurestationary average delay detection time

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

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