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

DOI10.1002/ASMB.2412MaRDI QIDQ6574596FDO

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

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

Cited in

(1)

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

This page was built for publication: A new multivariate variability control chart based on a covariance matrix combination

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6574596)