Copula-based control charts for monitoring multivariate Poisson processes with application to hepatitis C counts
被引:21
作者:
Pascual, Francis G.
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机构:
Washington State Univ, Dept Math & Stat, POB 643144, Pullman, WA 99164 USAWashington State Univ, Dept Math & Stat, POB 643144, Pullman, WA 99164 USA
Pascual, Francis G.
[1
]
Akhundjanov, Sherzod B.
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机构:
Utah State Univ, Dept Appl Econ, Logan, UT 84322 USAWashington State Univ, Dept Math & Stat, POB 643144, Pullman, WA 99164 USA
Akhundjanov, Sherzod B.
[2
]
机构:
[1] Washington State Univ, Dept Math & Stat, POB 643144, Pullman, WA 99164 USA
[2] Utah State Univ, Dept Appl Econ, Logan, UT 84322 USA
average run length;
copulas;
covariance structure;
multivariate Poisson;
statistical process control;
DISTRIBUTIONS;
MODEL;
D O I:
10.1080/00224065.2019.1571337
中图分类号:
T [工业技术];
学科分类号:
08 ;
摘要:
In this article, we study attribute control charts for monitoring correlated multivariate Poisson processes that are adequately described by copula models. The work is motivated by the need to study multivariate models for correlated count data with less restrictive assumptions on the correlation structure. We consider copula models that allow for varying levels of correlation between Poisson variables. In particular, we identify which of multivariate elliptical and mixtures of max-infinitely divisible copulas best describes the correlated multivariate Poisson process based on model selection criteria. Our primary objective in this article is to study mainstream attribute monitoring schemes based on this model structure and assess their average run length performance through numerical and simulation procedures.
机构:
Hong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Clearwater Bay, Hong Kong, Peoples R ChinaHong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Clearwater Bay, Hong Kong, Peoples R China
Jiang, Wei
Han, Sung Won
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机构:
Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USAHong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Clearwater Bay, Hong Kong, Peoples R China
Han, Sung Won
Tsui, Kwok-Leung
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机构:
City Univ Hong Kong, Dept Mfg Engn & Engn Management, Hong Kong, Hong Kong, Peoples R ChinaHong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Clearwater Bay, Hong Kong, Peoples R China
Tsui, Kwok-Leung
Woodall, William H.
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机构:
Virginia Tech, Dept Stat, Blacksburg, VA 24061 USAHong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Clearwater Bay, Hong Kong, Peoples R China
机构:
Hong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Clearwater Bay, Hong Kong, Peoples R ChinaHong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Clearwater Bay, Hong Kong, Peoples R China
Jiang, Wei
Han, Sung Won
论文数: 0引用数: 0
h-index: 0
机构:
Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USAHong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Clearwater Bay, Hong Kong, Peoples R China
Han, Sung Won
Tsui, Kwok-Leung
论文数: 0引用数: 0
h-index: 0
机构:
City Univ Hong Kong, Dept Mfg Engn & Engn Management, Hong Kong, Hong Kong, Peoples R ChinaHong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Clearwater Bay, Hong Kong, Peoples R China
Tsui, Kwok-Leung
Woodall, William H.
论文数: 0引用数: 0
h-index: 0
机构:
Virginia Tech, Dept Stat, Blacksburg, VA 24061 USAHong Kong Univ Sci & Technol, Dept Ind Engn & Logist Management, Clearwater Bay, Hong Kong, Peoples R China