Change Point Estimation of Multivariate Linear Profiles Under Linear Drift

DOI10.1080/03610918.2013.824093MaRDI QIDQ5265814zbMATH OpenOpenAlexFDO

Authors R. B. Kazemzadeh, Rassoul Noorossana, Mona Ayoubi

Publication date 29 July 2015

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

Full work available at URL https://doi.org/10.1080/03610918.2013.824093

zbMATH Keywords

change point estimationstatistical process controlmaximum likelihood estimatorlinear driftstep changemultivariate linear profile

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Applications of statistics in engineering and industry; control charts (62P30) Estimation in multivariate analysis (62H12)

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Cites work

• Control chart based on likelihood ratio for monitoring linear profiles
• LASSO-based multivariate linear profile monitoring
• Phase I Analysis of Multiple Linear Regression Profiles
• Phase I Monitoring of Polynomial Profiles
• Profile monitoring using nonparametric bootstrap \(T^2\) control chart

Cited in

(5)

• Monotonic change point estimation of generalized linear model-based regression profiles
• Maximum likelihood estimation of the change point in stationary state of auto regressive moving average (ARMA) models, using SVD-based smoothing
• New control charts for simultaneous monitoring of the mean vector and covariance matrix of multivariate multiple linear profiles
• Monitoring multivariate simple linear profiles using robust estimators
• Simultaneous monitoring of mean vector and covariance matrix of multivariate simple linear profiles in the presence of within profile autocorrelation

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