An empirical-likelihood-based multivariate EWMA control scheme

DOI10.1080/03610926.2011.579381MaRDI QIDQ5299086zbMATH OpenOpenAlexFDO

Authors Guohong Sun, Xue-Min Zi

Publication date 25 June 2013

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.579381

zbMATH Keywords

adjusted empirical likelihoodNewton-Raphsonnonparametric procedurerobustnessstatistical process controlweighted likelihood

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Applications of statistics in engineering and industry; control charts (62P30) Sensitivity (robustness) (93B35) Stochastic systems in control theory (general) (93E03)

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Cites work

• A semiparametric changepoint model
• An adaptive empirical likelihood test for parametric time series regression models
• An Empirical Likelihood Goodness-of-Fit Test for Time Series
• DDMA-charts: nonparametric multivariate moving average control charts based on data depth
• Empirical likelihood based hypothesis testing
• Empirical likelihood ratio confidence intervals for a single functional
• Empirical likelihood ratio confidence regions
• Empirical Likelihood Ratio Test for a Change-Point in Linear Regression Model
• Empirical likelihood ratio test for the change-point problem
• Multivariate statistical process control using Lasso
• Nonparametric control chart based on change-point model
• On the exponentially weighted moving variance

Cited in

(5)

• Two non parametric methods for change-point detection in distribution
• A spatial rank-based multivariate EWMA control chart
• A Comparison Between Two Multivariate EWMA Schemes
• An empirical likelihood-based CUSUM for on-line model change detection
• A nonparametric multivariate control chart

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