S-WoPEc
 
Scandinavian Working Papers in Economics
HomeAboutSeriesSubject/JEL codesAdvanced Search
Statistical Research Unit, Department of Economics, School of Business, Economics and Law, University of Gothenburg Resarch Reports

No 2007:4:
Principles for Multivariate Surveillance

Marianne Frisén ()

Abstract: 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.

Keywords: Surveillance; Multivariate; (follow links to similar papers)

JEL-Codes: C10; (follow links to similar papers)

14 pages, January 1, 2007

Download Statistics


This paper is published as:
Frisén, Marianne, (2010), 'Principles for Multivariate Surveillance' in Lenz, Hans-Joachim (ed.) Frontiers in Statistical Quality Control, pages 133-144, Springer.



Questions (including download problems) about the papers in this series should be directed to Linus Schiöler ()
Report other problems with accessing this service to Sune Karlsson () or Helena Lundin ().

Programing by
Design by Joachim Ekebom

Handle: RePEc:hhs:gunsru:2007_004 This page was generated on 2014-12-14 19:22:18