Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation
DOI10.1016/J.CSDA.2014.04.017zbMATH Open1506.62186OpenAlexW2048500077MaRDI QIDQ1623641FDOQ1623641
Authors: Kaibo Wang, Arthur B. Yeh, Bo Li 
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2014.04.017
Recommendations
- Monitoring the covariance matrix with fewer observations than variables
- A New Multivariate Control Chart for Monitoring Both Location and Dispersion
- A multivariate control chart for simultaneously monitoring process mean and variability
- A multivariate change point detection procedure for monitoring mean and covariance simultaneously
- Monitoring Variation in a Multivariate Process When the Dimension is Large Relative to the Sample Size
Computational methods for problems pertaining to statistics (62-08) Applications of statistics in engineering and industry; control charts (62P30)
Cites Work
- Sparse estimation of a covariance matrix
- Extended Bayesian information criteria for model selection with large model spaces
- Statistics for high-dimensional data. Methods, theory and applications.
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Title not available (Why is that?)
- Multivariate statistical process control using Lasso
- Self-starting control chart for simultaneously monitoring process mean and variance
- Monitoring the covariance matrix with fewer observations than variables
- A control chart based on likelihood ratio test for detecting patterned mean and variance shifts
Cited In (14)
- A multivariate adaptive control chart for simultaneously monitoring of the process parameters
- Comparison of joint control schemes for multivariate normal i.i.d. output
- An adaptive max-type multivariate control chart by considering measurement errors and autocorrelation
- Monitoring the covariance matrix with fewer observations than variables
- Multivariate ELR control chart with estimated mean vector and covariance matrix
- A New Chart for Monitoring the Covariance Matrix of Bivariate Processes
- An adaptive variable-parameters scheme for the simultaneous monitoring of the mean and variability of an autocorrelated multivariate normal process
- <scp>Location‐scale</scp> monitoring of ordinal categorical processes
- An adaptive Bayesian scheme for joint monitoring of process mean and variance
- Monitoring of group-structured high-dimensional processes via sparse group Lasso
- High-dimensional data monitoring using support machines
- Multivariate EWMA control chart based on a variable selection using AIC for multivariate statistical process monitoring
- Kernel methods for changes detection in covariance matrices
- Directional monitoring and diagnosis for covariance matrices
Uses Software
This page was built for publication: Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1623641)
