EWMA control charts for multivariate autocorrelated processes

DOI10.4310/SII.2017.V10.N4.A4MaRDI QIDQ1748680zbMATH OpenOpenAlexFDO

Authors Yuhui Chen

Publication date 14 May 2018

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/sii.2017.v10.n4.a4

zbMATH Keywords

semiparametric modelsGaussian copulasmultivariate EWMA chartsautocorrelated processestransformed Bernstein polynomial priors

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics in engineering and industry; control charts (62P30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(11)

• Semiparametric regression control charts
• scientific article; zbMATH DE number 5952236 (Why is no real title available?)
• Copula regression models for discrete and mixed bivariate responses
• Model diagnostic procedures for copula-based Markov chain models for statistical process control
• Fast initial response features for EWMA control charts
• Multivariate EWMA Control Chart with Adaptive Sample Sizes
• EWMA control charts for autoregressive processes
• A Comparison Between Two Multivariate EWMA Schemes
• One-Class Classification-Based Control Charts for Monitoring Autocorrelated Multivariate Processes
• EWMA Charts for Multivariate Output: Some Stochastic Ordering Results
• Adaptive lasso for accelerated hazards models

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