On the run length of the EWMA scheme: a monotonicity result for normal variables

Publication date

1999

Document type

Forschungsartikel

Author

Schöne, Alexander

Schmid, Wolfgang

Organisational unit

Europa-Universität Viadrina Frankfurt (Oder)

DOI

URI

Scopus ID

Publisher

Elsevier

Series or journal

Journal of Statistical Planning and Inference

ISSN

Periodical volume

79

Periodical issue

2

First page

289

Last page

297

Part of the university bibliography

Nein

Language

English

Keyword

EWMA chart

Multivariate normal distribution

Slepian's inequality

Statistical process control

Time series analysis

Version

Published version

Access right on openHSU

Metadata only access