A new multivariate variability control chart based on a covariance matrix combination

DOI10.1002/ASMB.2412MaRDI QIDQ6574596FDOQ6574596

Authors: José Luis Alfaro, Juan-Fco. Ortega 

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationindividual observationsaverage run length (\textit{ARL})conditional expected delay (\textit{CED})multivariate exponentially weighted covariance matrix combination

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• An EWMA chart for monitoring the process standard deviation when parameters are estimated
• New EWMA control charts for monitoring process dispersion
• A multivariate control chart for detecting increases in process dispersion
• On the exponentially weighted moving variance
• A Dispersion Control Chart
• A multivariate process variability monitoring based on individual observations

Cited In (1)

• Monitoring the covariance matrix of bivariate processes with the DVMAX control charts

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