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ORIGINAL ARTICLES

Monitoring the covariance matrix via penalized likelihood estimation

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Pages 132-146 | Received 01 Jul 2010, Accepted 01 Jan 2012, Published online: 08 Nov 2012

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A. Mostajeran, N. Iranpanah & R. Noorossana. (2017) An evaluation of the multivariate dispersion charts with estimated parameters under non‐normality. Applied Stochastic Models in Business and Industry 33:6, pages 694-716.
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Yanfen Shang, Xuemin Zi, Fugee Tsung & Zhen He. (2014) LASSO-based diagnosis scheme for multistage processes with binary data. Computers & Industrial Engineering 72, pages 198-205.
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Edgard M. Maboudou-Tchao & Vincent Agboto. (2013) Monitoring the covariance matrix with fewer observations than variables. Computational Statistics & Data Analysis 64, pages 99-112.
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