On the distribution of the T^2 statistic, used in statistical process monitoring, for high-dimensional data

DOI10.1016/J.SPL.2020.108919MaRDI QIDQ826657zbMATH OpenOpenAlexFDO

Authors 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

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

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Cites work

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• A setwise EWMA scheme for monitoring high-dimensional datastreams
• A unified approach to testing mean vectors with large dimensions
• Applied multivariate statistical analysis.
• Approximation Theorems of Mathematical Statistics
• Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
• Multivariate statistical process control using Lasso
• Multivariate statistical process control—recent results and directions for future research
• On testing sphericity and identity of a covariance matrix with large dimensions

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(2)

• Maximum Value of Hotelling'sT²Statistics Based on the Successive Differences Covariance Matrix Estimator
• Phase II monitoring of changes in mean from high-dimensional data

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