The performance of multivariate CUSUM control charts with estimated parameters

DOI10.1080/00949655.2011.633910zbMath1431.62689OpenAlexW2045649941MaRDI QIDQ2862365

Petros E. Maravelakis, Mahmoud A. Mahmoud

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

CUSUMstatistical process controlaverage run lengthmultivariate control chartsestimation effect

Mathematics Subject Classification ID

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

Related Items (6)

Conditional design of the EWMA median chart with estimated parameters ⋮ The Effect of Methods for Handling Missing Values on the Performance of the MEWMA Control Chart ⋮ Multivariate copulas on the MCUSUM control chart ⋮ The properties of the geometric-Poisson exponentially weighted moving control chart with estimated parameters ⋮ A rational sequential probability ratio test control chart for monitoring process shifts in mean and variance ⋮ A double sampling multivariate T² control chart with variable sample size and variable sampling interval

Cites Work

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• A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart
• The Performance of the MEWMA Control Chart when Parameters are Estimated
• Properties of Multivariate Control Charts with Estimated Parameters
• Performance comparison of some likelihood ratio-based statistical surveillance methods
• 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

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