Multivariate cumulative sum control charts based on projection pursuit
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Publication:2746497
zbMATH Open0978.62113MaRDI QIDQ2746497FDOQ2746497
Authors: Hung-Man Ngai, Jian Zhang 
Publication date: 5 February 2002
Published in: Statistica Sinica (Search for Journal in Brave)
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Multivariate analysis (62H99) Applications of statistics in engineering and industry; control charts (62P30)
Cited In (18)
- Monitoring mean changes in persistent multivariate time series
- Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
- Surveillance of non-stationary processes
- Monitoring the mean of multivariate financial time series
- Control charts for multivariate spatial autoregressive models
- Projection pursuit approach to multivariate statistical process control
- CUSUM control charts for monitoring optimal portfolio weights
- Multivariate CUSUM chart: properties and enhancements
- A distribution-free multivariate CUSUM control chart using dynamic control limits
- Robust surveillance of covariance matrices using a single observation
- Control charts for high-dimensional time series with estimated in-control parameters
- Sequential monitoring of high‐dimensional time series
- A Nonparametric Adaptive Sampling Strategy for Online Monitoring of Big Data Streams
- Some properties of a linear combination CUSUM statistic for controlling a multivariate mean vector
- CUSUM charts for monitoring the mean of a multivariate Gaussian process
- Cumulative sum control charts for the covariance matrix
- A new multivariate CUSUM chart using principal components with a revision of Crosier's chart
- Online network monitoring
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