Effect of dependency in systems for multivariate surveillance
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References listed on IDEAS
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- Andersson, Eva, 2008. "Hotelling´s T2 Method in Multivariate On-line Surveillance. On the Delay of an Alarm," Research Reports 2008:3, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law.
More about this item
KeywordsMultivariate; Surveillance; Dependency; Optimal; Covariance; Likelihood ratio;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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