Term of Award
Master of Science in Mathematics (M.S.)
Document Type and Release Option
Thesis (open access)
Department of Mathematical Sciences
Charles W. Champ
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The commonly recommended charts for monitoring the mean vector are affected by a shit in the covariance matrix. As in the univariate case, a chart for monitoring for a change in the covariance matrix should be examined first before examining the chart used to monitor for a change in the mean vector.
Li, Yuxiang, "CUSUM Generalized Variance Charts" (2013). Electronic Theses and Dissertations. 886.