Copula-based control charts for monitoring multivariate Poisson processes with application to hepatitis C counts

被引:21
作者
Pascual, Francis G. [1 ]
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
关键词
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.
引用
收藏
页码:128 / 144
页数:17
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