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- W1993719969 abstract "ABSTRACT In this article, we present a new control chart for monitoring the covariance matrix in a bivariate process. In this method, n observations of the two variables were considered as if they came from a single variable (as a sample of 2n observations), and a sample variance was calculated. This statistic was used to build a new control chart specifically as a VMIX chart. The performance of the new control chart was compared with its main competitors: the generalized sampled variance chart, the likelihood ratio test, Nagao's test, probability integral transformation (v t ), and the recently proposed VMAX chart. Among these statistics, only the VMAX chart was competitive with the VMIX chart. For shifts in both variances, the VMIX chart outperformed VMAX; however, VMAX showed better performance for large shifts (higher than 10%) in one variance." @default.
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- W1993719969 date "2012-07-01" @default.
- W1993719969 modified "2023-10-02" @default.
- W1993719969 title "A Single Statistic for Monitoring the Covariance Matrix of Bivariate Processes" @default.
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- W1993719969 doi "https://doi.org/10.1080/08982112.2012.682046" @default.
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