Change-point detection of mean vector or covariance matrix shifts using multivariate individual observations

IIE Transactions (Institute of Industrial Engineers)

Volumn 32, Issue 6, 2000, Pages 537-549

  Sullivan, Joe H ^a,b   Woodall, William H ^a  

^a MISSISSIPPI STATE UNIVERSITY   (United States)

^b UNIVERSITY OF ALABAMA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; MAXIMUM LIKELIHOOD ESTIMATION; MULTIVARIABLE SYSTEMS; QUALITY CONTROL;

CHANGE POINT DETECTION; COVARIANCE MATRIX SHIFTS; LIKELIHOOD RATIO STATISTIC; MULTIVARIATE INDIVIDUAL OBSERVATIONS;

STATISTICAL PROCESS CONTROL;

EID: 0034209832     PISSN: 0740817X     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1007676020397     Document Type: Article

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