Step-down analysis for changes in the covariance matrix and other parameters

Journal of Quality Technology

Volumn 39, Issue 1, 2007, Pages 66-84

  Sullivan, Joe H ^a,e   Stoumbos, Zachary G ^b,e,f   Mason, Robert L ^c,e,g   Young, John C ^d,e  

^a MISSISSIPPI STATE UNIVERSITY   (United States)

^b RUTGERS UNIVERSITY   (United States)

^c SOUTHWEST RESEARCH INSTITUTE   (United States)

^d MCNEESE STATE UNIVERSITY   (United States)

^e Department of Quantitative Analysis ^*

^f the State University of New Jersey   (United States)

^g Institute Analyst

Author keywords

Diagnosis of shift; Individual observations; Multivariate gamma distribution; Regime shift; Retrospective analysis; Statistical process control; Structural change

Indexed keywords

COVARIANCE MATRIX; DISTRIBUTION FUNCTIONS; MAXIMUM LIKELIHOOD; PARAMETERIZATION;

DIAGNOSIS OF SHIFTS; INDIVIDUAL OBSERVATIONS; MULTIVARIATE GAMMA DISTRIBUTION; REGIME SHIFTS; RETROSPECTIVE ANALYSIS; STRUCTURAL CHANGE;

STATISTICAL PROCESS CONTROL;

EID: 33847746326     PISSN: 00224065     EISSN: None     Source Type: Journal    
DOI: 10.1080/00224065.2007.11917674     Document Type: Article

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