Multivariate copulas on the MCUSUM control chart
The copula approach is a popular method for multivariate modeling applied in several fields; it defines non-parametric measures of dependence between random variables. In this paper, three families are proposed from elliptical and Archimedean copulas on the multivariate cumulative sum (MCUSUM) contr...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2017-01-01
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| Series: | Cogent Mathematics |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/23311835.2017.1342318 |