The performance of multivariate CUSUM control charts with estimated parameters

DOI10.1080/00949655.2011.633910MaRDI QIDQ2862365zbMATH OpenOpenAlexFDO

Authors Mahmoud A. Mahmoud, Petros E. Maravelakis

Publication date 15 November 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2011.633910

zbMATH Keywords

CUSUMaverage run lengthstatistical process controlmultivariate control chartsestimation effect

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• Properties of Multivariate Control Charts with Estimated Parameters
• Multivariate CUSUM chart: properties and enhancements
• The performance of the MEWMA control chart when parameters are estimated
• A CUSUM control chart for monitoring the variance when parameters are estimated
• Accounting for phase I sampling variability in the performance of the MEWMA control chart with estimated parameters

Cites work

• scientific article; zbMATH DE number 4062374 (Why is no real title available?)
• A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart
• A multivariate adaptive exponentially weighted moving average control chart
• An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart
• Performance comparison of some likelihood ratio-based statistical surveillance methods
• Properties of Multivariate Control Charts with Estimated Parameters
• The performance of the MEWMA control chart when parameters are estimated

Cited in

(21)

• scientific article; zbMATH DE number 6971064 (Why is no real title available?)
• Some properties of a linear combination CUSUM statistic for controlling a multivariate mean vector
• The performance of the MEWMA control chart when parameters are estimated
• Multivariate CUSUM Quality-Control Procedures
• Multivariate copulas on the MCUSUM control chart
• A CUSUM control chart for monitoring the variance when parameters are estimated
• A distribution-free multivariate CUSUM control chart using dynamic control limits
• Multivariate CUSUM chart: properties and enhancements
• The properties of the geometric-Poisson exponentially weighted moving control chart with estimated parameters
• On residual CUSUM statistic for PINAR(1) model in statistical design and diagnostic of control chart
• The effect of parameters estimation on the performance of variables control charts under repetitive sampling
• Properties of Multivariate Control Charts with Estimated Parameters
• Multivariate control charts based on the James-Stein estimator
• A new multivariate CUSUM chart using principal components with a revision of Crosier's chart
• The effect of methods for handling missing values on the performance of the MEWMA control chart
• A rational sequential probability ratio test control chart for monitoring process shifts in mean and variance
• The performance of the truncated mixed control chart
• Accounting for phase I sampling variability in the performance of the MEWMA control chart with estimated parameters
• Spatial Rank-Based Augmentation for Nonparametric Online Monitoring and Adaptive Sampling of Big Data Streams
• Conditional design of the EWMA median chart with estimated parameters
• A double sampling multivariate T² control chart with variable sample size and variable sampling interval

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