Multivariate surveillance is of interest in industrial production as it enables the monitoring of several components. Recently there has been an increased interest also in other areas such as detection of bioterrorism, spatial surveillance and transaction strategies in finance.
Several types of multivariate counterparts to the univariate Shewhart, EWMA and CUSUM methods have been proposed. Here a review of general approaches to multivariate surveillance is given with respect to how suggested methods relate to general statistical inference principles.
Suggestions are made on the special challenges of evaluating multivariate sur-veillance methods.
Download Info
To our knowledge, this item is not available for
download. To find whether it is available, there are three
options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page
whether it is in fact available.
3. Perform a search for a similarly titled item that would be
available.
Publisher Info
Paper provided by Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University in its series Research Reports with number
2007:4.