Some principles for surveillance adopted for multivariate processes with a common change point

DOI10.1080/03610929808832150zbMath0903.62083MaRDI QIDQ3842922

Peter Wessman

Publication date: 9 November 1998

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2077/24566

zbMATH Keywords

likelihood ratio; CUSUM; sufficiency; multivariate surveillance

Mathematics Subject Classification ID

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

62M99: Inference from stochastic processes

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Cites Work

• Multivariate CUSUM Quality-Control Procedures
• Cusum quality control-multivariate approach
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• A Multivariate Exponentially Weighted Moving Average Control Chart
• On Optimum Methods in Quickest Detection Problems
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