A robust multivariate sign control chart for detecting shifts in covariance matrix under the elliptical directions distributions

Liang, WJ; Xiang, DD; Pu, XL; Li, Y; Jin, LZ

Xiang, DD (reprint author), East China Normal Univ, Sch Stat, Shanghai, Peoples R China.

QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT, 2019; 16 (1): 113

Abstract

Most existing control charts monitoring the covariance matrix of multiple variables were restricted to multivariate normal distribution. When the proc......

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