On the distribution of the \(\operatorname{T}^2\) statistic, used in statistical process monitoring, for high-dimensional data

DOI10.1016/J.SPL.2020.108919zbMath1456.62022OpenAlexW3083765855MaRDI QIDQ826657

N. E. Zubov

Publication date: 6 January 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108919

zbMATH Keywords

high-dimensional inferencemultivariate control charts\( \mathrm{T}^2\) statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics in engineering and industry; control charts (62P30) Exact distribution theory in statistics (62E15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On testing sphericity and identity of a covariance matrix with large dimensions
• A unified approach to testing mean vectors with large dimensions
• Multivariate Statistical Process Control Using LASSO
• Approximation Theorems of Mathematical Statistics
• Multivariate statistical process control—recent results and directions for future research
• A setwise EWMA scheme for monitoring high-dimensional datastreams
• Location‐invariant Multi‐sample U‐tests for Covariance Matrices with Large Dimension

This page was built for publication: On the distribution of the \(\operatorname{T}^2\) statistic, used in statistical process monitoring, for high-dimensional data