On the distribution of the T^2 statistic, used in statistical process monitoring, for high-dimensional data
DOI10.1016/J.SPL.2020.108919zbMATH Open1456.62022OpenAlexW3083765855MaRDI QIDQ826657FDOQ826657
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
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Cites Work
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- Applied multivariate statistical analysis.
- Multivariate statistical process control—recent results and directions for future research
- On testing sphericity and identity of a covariance matrix with large dimensions
- Multivariate statistical process control using Lasso
- A unified approach to testing mean vectors with large dimensions
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- A setwise EWMA scheme for monitoring high-dimensional datastreams
- Location-invariant multi-sample \(U\)-tests for covariance matrices with large dimension
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