Sufficient reduction in multivariate surveillance
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References listed on IDEAS
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More about this item
Keywords
change-points; exponential family; MEWMA; monitoring; inference principles;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2009-09-11 (Econometrics)
Statistics
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