The efficiency of constructed bivariate copulas for MEWMA and Hotelling’s T2 control charts

DOI10.1080/03610918.2019.1687719MaRDI QIDQ5082935zbMATH OpenOpenAlexFDO

Authors Sirasak Sasiwannapong, S. Sukparungsee, Piyapatr Busababodhin, Y. Areepong

Publication date 21 June 2022

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

Full work available at URL https://doi.org/10.1080/03610918.2019.1687719

zbMATH Keywords

joint distributionmarginalMonte Carlo simulationmultivariate control chart

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

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• Properties of Multivariate Control Charts with Estimated Parameters

Cites work

• A Multivariate Exponentially Weighted Moving Average Control Chart
• A Simplex Method for Function Minimization
• An introduction to copulas.
• Application of copulas to multivariate control charts
• Bivariate copulas on the Hotelling's \(T^2\) control chart
• Construction of asymmetric multivariate copulas
• scientific article; zbMATH DE number 3457895 (Why is no real title available?)
• scientific article; zbMATH DE number 6971064 (Why is no real title available?)
• Mixed multivariate EWMA-CUSUM control charts for an improved process monitoring
• Statistical quality control. A modern introduction

Cited in

(7)

• Copula-Based Bivariate ZIP Control Chart for Monitoring Rare Events
• Multivariate ELR control chart with estimated mean vector and covariance matrix
• scientific article; zbMATH DE number 7734386 (Why is no real title available?)
• Copula-based multivariate EWMA control charts for monitoring the mean vector of bivariate processes using a mixture model
• A real-time monitoring approach for bivariate event data
• Multivariate time between events control charts for Gumbel's bivariate exponential distribution with estimated parameters
• The efficiency of the Hotelling's T^2 control chart performance using bivariate copulas: a Monte Carlo simulation approach with Kendall's tau dependence

Describes a project that uses

Uses Software

• copula
• copula
• CopulaDTA

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