A setwise EWMA scheme for monitoring high-dimensional datastreams

Feng, L; Ren, HJ; Zou, CL

Zou, CL (corresponding author), Nankai Univ, LPMC, Sch Stat & Data Sci, Tianjin, Peoples R China.; Zou, CL (corresponding author), Nankai Univ, KLMDASR, Tianjin, Peoples R China.

RANDOM MATRICES-THEORY AND APPLICATIONS, 2020; 9 (2):

Abstract

The monitoring of high-dimensional data streams has become increasingly important for real-time detection of abnormal activities in many statistical p......

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