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Volumn 25, Issue 7, 2009, Pages 821-838
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New control charts for monitoring covariance matrix with individual observations
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Author keywords
Covariance matrix; L 1 norm based distance; L2 norm based distance; Multivariate exponentially weighted mean square deviation; Multivariate exponentially weighted moving variance
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Indexed keywords
CHANGE DETECTION;
CONTROL CHARTS;
DIAGONAL ELEMENTS;
EXPECTED VALUES;
IN-CONTROL;
L 1-NORM-BASED DISTANCE;
L2-NORM-BASED DISTANCE;
MATRIX;
MULTIVARIATE EXPONENTIALLY WEIGHTED MEAN SQUARE DEVIATION;
MULTIVARIATE EXPONENTIALLY WEIGHTED MOVING VARIANCE;
MULTIVARIATE PROCESS;
WEIGHTED MEAN;
FLOWCHARTING;
GRAPHIC METHODS;
COVARIANCE MATRIX;
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EID: 70350660794
PISSN: 07488017
EISSN: 10991638
Source Type: Journal
DOI: 10.1002/qre.998 Document Type: Article |
Times cited : (28)
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References (9)
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