Change Point Estimation of Multivariate Linear Profiles Under Linear Drift

DOI10.1080/03610918.2013.824093zbMATH Open1321.62152OpenAlexW2071135705MaRDI QIDQ5265814FDOQ5265814

Mona Ayoubi, R. B. Kazemzadeh, Rassoul Noorossana

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

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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)

Cites Work

• Phase I Analysis of Multiple Linear Regression Profiles
• Phase I Monitoring of Polynomial Profiles
• LASSO-based multivariate linear profile monitoring
• Control chart based on likelihood ratio for monitoring linear profiles
• Profile Monitoring Using Nonparametric BootstrapT²Control 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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