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  • Search: subject:"Penalized likelihood function"
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Average run length (ARL) 1 Cholesky decomposition 1 Covariance matrix 1 Multistandardization 1 Penalized likelihood function 1
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Agboto, Vincent 1 Maboudou-Tchao, Edgard M. 1
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Computational Statistics & Data Analysis 1
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Monitoring the covariance matrix with fewer observations than variables
Maboudou-Tchao, Edgard M.; Agboto, Vincent - In: Computational Statistics & Data Analysis 64 (2013) C, pp. 99-112
Multivariate control charts are essential tools in multivariate statistical process control. In real applications, when a multivariate process shifts, it occurs in either location or scale. Several methods have been proposed recently to monitor the covariance matrix. Most of these methods deal...
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