EWMA Schemes with Nonhomogeneous Transition Kernels

DOI10.1081/SQA-120025169zbMATH Open1125.62349MaRDI QIDQ4428259FDOQ4428259

Authors: Sven Knoth 

Publication date: 14 September 2003

Published in: Sequential Analysis (Search for Journal in Brave)

Recommendations

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• scientific article; zbMATH DE number 1107635

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical methods (62L99)

Cites Work

• A Simple Method for Studying Run-Length Distributions of Exponentially Weighted Moving Average Charts
• An approach to the probability distribution of cusum run length
• Ergodic behavior for nonnegative kernels
• Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
• Bounds for the Distribution of the Run Length of Geometric Moving Average Charts
• Joint Monitoring of Process Mean and Variance Using Exponentially Weighted Moving Average Control Charts
• An accurate algorithm to compute the run length probability distribution, and its convolutions, for a cusum chart to control normal mean
• Evaluating properties of variable sampling interval control charts
• Bounds for the Distribution of the Run Length of One-Sided and Two-Sided CUSUM Quality Control Schemes
• Cusum-schemes with variable sampling intervals and sample sizes
• Robustness to non-normality and autocorrelation of individuals control charts
• An optimal design of ewma control charts based on median run length
• A Procedure for Truncating SPRT's

Cited In (6)

• Surveillance of the covariance matrix based on the properties of the singular Wishart distribution
• Steady-state average run length(s): Methodology, formulas, and numerics
• Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
• Fast initial response features for EWMA control charts
• Robust surveillance of covariance matrices using a single observation
• Quality surveillance with EWMA control charts based on exact control limits

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