An optimal control chart for finite matrix sequences at some unknown change point

DOI10.1080/02664763.2020.1772208MaRDI QIDQ5861597zbMATH OpenOpenAlexFDO

Authors Yunfei Ye, Dong Han

Publication date 1 March 2022

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02664763.2020.1772208

zbMATH Keywords

dynamic control limitsfinite observations of matrix datamultivariate distributionsoptimal control chart

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

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Cites work

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• A Multivariate Exponentially Weighted Moving Average Control Chart
• CONTINUOUS INSPECTION SCHEMES
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• scientific article; zbMATH DE number 52077 (Why is no real title available?)
• scientific article; zbMATH DE number 3271181 (Why is no real title available?)
• Monitoring the ratio of population means of a bivariate normal distribution using CUSUM type control charts
• Multivariate copulas on the MCUSUM control chart
• Multivariate Generalizations of Cumulative Sum Quality-Control Schemes
• Multivariate quality control
• On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
• On Optimum Methods in Quickest Detection Problems
• On the Most Economical Sample Size for Controlling the Mean of a Population
• On the optimality of Bayesian change-point detection
• On the performance ofX̄control chart for known and unknown parameters supplemented with runs rules under different probability distributions
• Optimal stopping times for detecting changes in distributions
• Optimality properties of the Shiryaev-Roberts procedure
• Procedures for Reacting to a Change in Distribution

Cited in

(1)

• The optimality in non-Bayesian change-point detection for finite observation sequence

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• MVN

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