Control charts of mean and variance using copula Markov SPC and conditional distribution by copula

DOI10.1080/03610918.2018.1547404zbMATH Open1490.62503OpenAlexW2909138707WikidataQ128508531 ScholiaQ128508531MaRDI QIDQ5083963FDOQ5083963

Authors: Jong-Min Kim, Jaiwook Baik, Mitch Reller 

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/10.1080/03610918.2018.1547404

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zbMATH Keywords

copuladirectional dependencecopula Markov SPC

Mathematics Subject Classification ID

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

Cites Work

• R routines for performing estimation and statistical process control under copula-based time series models
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• Beta regression for time series analysis of bounded data, with application to Canada Google\(^{\circledR}\) Flu Trends
• Estimation of copula-based semiparametric time series models
• Statistical quality control. A modern introduction
• CONTINUOUS INSPECTION SCHEMES
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• Parametric families of multivariate distributions with given margins
• Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals

Cited In (9)

• Computational methods for a copula-based Markov chain model with a binomial time series
• Copula-based multivariate EWMA control charts for monitoring the mean vector of bivariate processes using a mixture model
• Residual-based cumulative sum charts to monitor time series of counts via copula-based Markov models
• Estimation under copula-based Markov normal mixture models for serially correlated data
• Model diagnostic procedures for copula-based Markov chain models for statistical process control
• Copula-Based Bivariate ZIP Control Chart for Monitoring Rare Events
• The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change
• Title not available (Why is that?)
• A copula-based Markov chain model for serially dependent event times with a dependent terminal event

Uses Software

• CDVine
• Copula.Markov

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