EWMA Charts for Multivariate Output: Some Stochastic Ordering Results
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Publication:3532753
DOI10.1080/03610920801956439zbMath1147.62100OpenAlexW1981661569WikidataQ59323876 ScholiaQ59323876MaRDI QIDQ3532753
Yarema Okhrin, Manuel Cabral Morais, António Pacheco, Wolfgang Schmid
Publication date: 28 October 2008
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920801956439
Inequalities; stochastic orderings (60E15) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05)
Related Items (4)
On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output ⋮ Misleading Signals in Simultaneous Schemes for the Mean Vector and Covariance Matrix of a Bivariate Process ⋮ Stochastic Ordering in the Qualitative Assessment of the Performance of Simultaneous Schemes for Bivariate Processes ⋮ Comparison of joint control schemes for multivariate normal i.i.d. output
Cites Work
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- Monitoring the cross-covariances of a multivariate time series
- SOME STOCHASTIC PROPERTIES OF UPPER ONE-SIDED AND EWMA CHARTS FOR μ IN THE PRESENCE OF SHIFTS IN σ
- A Multivariate Exponentially Weighted Moving Average Control Chart
- EWMA Charts for Monitoring the Mean and the Autocovariances of Stationary Gaussian Processes
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