Directional monitoring and diagnosis for covariance matrices

DOI10.1080/02664763.2020.1867830OpenAlexW3117637563MaRDI QIDQ5073412

Jian Li, Kaizong Bai, Hongying Jing

Publication date: 6 May 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2020.1867830

zbMATH Keywords

likelihood ratio testquadratic formstatistical process controlEWMAdirection matrix

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

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• Simultaneous monitoring of process mean vector and covariance matrix via penalized likelihood estimation
• Monitoring the covariance matrix with fewer observations than variables
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• Multivariate Statistical Process Control Using LASSO
• Multivariate Quality Control Chart for Autocorrelated Processes
• Multivariate process dispersion monitoring without subgrouping
• A control chart based on sample ranges for monitoring the covariance matrix of the multivariate processes

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