The efficiency of run rules schemes for the multivariate coefficient of variation in short runs process

DOI10.1080/03610918.2019.1704783zbMath1491.90077OpenAlexW2995033711WikidataQ126541838 ScholiaQ126541838MaRDI QIDQ5866134

Khai Wah Khaw, Ming Ha Lee, Xinying Chew

Publication date: 13 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2019.1704783

zbMATH Keywords

run rulesmultivariate coefficient of variationexpected truncated average run lengthtruncated average run lengthshort runs process

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Reliability, availability, maintenance, inspection in operations research (90B25)

Cites Work

• Unnamed Item
• Run-sum control charts for monitoring the coefficient of variation
• The economically designed two-sided Bayesian \(\overline X\) control chart
• A synthetic control chart for the coefficient of variation
• Evaluation of CUSUM Charts for Finite-Horizon Processes
• Double sampling |S| control chart with variable sample size and variable sampling interval
• Control chart for monitoring the Weibull shape parameter under two competing risks
• Monitoring exponential data using two-sided control charts with runs rules
• A Re‐Examination of Sharpe's Ratio for Log‐Normal Prices

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