Multivariate copulas on the MCUSUM control chart

DOI10.1080/23311835.2017.1342318zbMath1426.62391MaRDI QIDQ5193433

Saowanit Sukparungsee, Piyapatr Busababodhin, Yupaporn Areepong, Sasigarn Kuvattana

Publication date: 10 September 2019

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/23311835.2017.1342318

zbMATH Keywords

copula; Monte Carlo simulation; average run length; multivariate cumulative sum

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

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

Uses Software

• copula
• copula