Effect of Dependency in Systems for Multivariate Surveillance

DOI10.1080/03610910802531307MaRDI QIDQ3625326zbMATH OpenOpenAlexFDO

Authors E. Andersson

Publication date 12 May 2009

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910802531307

zbMATH Keywords

dependencylikelihood ratio

Mathematics Subject Classification ID

Multivariate analysis (62H99) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15) Sequential statistical methods (62L99) Inference from stochastic processes (62M99)

Recommendations

• Hotelling's T ² Method in Multivariate On-Line Surveillance: On the Delay of an Alarm
• Some principles for surveillance adopted for multivariate processes with a common change point
• A rule of thumb: run lengths to false alarm of many types of control charts run in parallel on dependent streams are asymptotically independent
• Sufficient reduction methods for multivariate time-dependent health surveillance data
• Optimal Sequential Surveillance for Finance, Public Health, and Other Areas

Cites work

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• A Multivariate Exponentially Weighted Moving Average Control Chart
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• A NEW ROBUST BIVARIATE CONTROL CHART FOR LOCATION
• A weibull process failure mechanism for the economic design of mewma control charts
• Average run length comparison of multivariate control charts
• CONTINUOUS INSPECTION SCHEMES
• Control chart for multivariate attribute processes
• Evaluations of likelihood ratio methods for surveillance.
• Financial Surveillance
• GENERALIZED VARIANCE CHART DESIGN WITH ADAPTIVE SAMPLE SIZES. THE BIVARIATE CASE
• Joint monitoring of process mean and variance
• Multivariate CUSUM Quality-Control Procedures
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
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• Optimal surveillance
• Optimal Surveillance Based on Exponentially Weighted Moving Averages
• Some principles for surveillance adopted for multivariate processes with a common change point
• Statistical Surveillance. Optimality and Methods
• Surveillance in Longitudinal Models: Detection of Intrauterine Growth Restriction
• Surveillance of the interaction parameter of the ising model
• Testing variability in multivariate quality control: a conditional entropy measure approach
• The Impact of Intensity in Surveillance of Cyclical Processes

Cited in

(6)

• Sufficient reduction methods for multivariate time-dependent health surveillance data
• Sufficient reduction in multivariate surveillance
• Optimal Sequential Surveillance for Finance, Public Health, and Other Areas
• Hotelling's T ² Method in Multivariate On-Line Surveillance: On the Delay of an Alarm
• Evaluation of multivariate surveillance
• Variable-selection-based epidemic disease diagnosis

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