A new multivariate EWMA scheme for monitoring covariance...

International Journal of Production Research 2014 / 05 Vol. 52; Iss. 10

A new multivariate EWMA scheme for monitoring covariance matrices

Shen, Xiaobei, Tsung, Fugee, Zou, Changliang
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Volume:
52
Language:
english
Journal:
International Journal of Production Research
DOI:
10.1080/00207543.2013.842019
Date:
May, 2014
File:
PDF, 170 KB
english, 2014
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