Browsing Mathematics, Statistics & Physics by Subject "Shrinkage covariance estimate"
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Shrinkage estimates of covariance matrices to improve the performance of multivariate cumulative sum control charts
( Elsevier Ltd , 2018 , Article)Multivariate cumulative sum control charts require knowledge of the in-control process covariance parameters. Here, we show that the performance of the multivariate cumulative sum control charts for individual-observation ...