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New control charts for monitoring covariance matrix with individual observations
Authors:Ahmad Ostadsharif Memar  Seyed Taghi Akhavan Niaki
Affiliation:Department of Industrial Engineering, Sharif University of Technology, P.O. Box 11155‐9414 Azadi Ave., Tehran, Iran
Abstract:
Keywords:covariance matrix  multivariate exponentially weighted mean square deviation  multivariate exponentially weighted moving variance  L1‐norm‐based distance  L2‐norm‐based distance
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