The steady-state behavior of multivariate exponentially weighted moving average control charts

DOI10.1080/07474946.2018.1554890zbMath1451.62090arXiv1808.05069OpenAlexW2949264665WikidataQ128202436 ScholiaQ128202436MaRDI QIDQ4634016

Sven Knoth

Publication date: 7 May 2019

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

Full work available at URL: https://arxiv.org/abs/1808.05069

zbMATH Keywords

Nyström methodnon-central chi-square distributionFredholm integral equation of the second kindMarkov chain approximationmultivariate statistical process control

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics in engineering and industry; control charts (62P30) Numerical methods for integral equations (65R20) Sequential statistical analysis (62L10) Fredholm integral equations (45B05)

Related Items (1)

Steady-state average run length(s): Methodology, formulas, and numerics

Uses Software

• LAPACK

Cites Work

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• A double-integral equation for the average run length of a multivariate exponentially weighted moving average control chart
• Design of a multivariate exponentially weighted moving average control chart with variable sampling intervals
• Numerical Comparison of CUSUM and Shiryaev–Roberts Procedures for Detecting Changes in Distributions
• A New Two-Sided Cumulative Sum Quality Control Scheme
• LAPACK Users' Guide
• A Multivariate Exponentially Weighted Moving Average Control Chart
• Basic Linear Algebra Subprograms for Fortran Usage
• A Markov Chain Model for the Multivariate Exponentially Weighted Moving Averages Control Chart
• The geometric approximation to the cusum run length distribution
• An integral equation for the in-control average run length of a multivariate exponentially weighted moving average control chart
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains

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