Robustification of Shewhart control chart by median based estimators : a study on Malaysia stock data
Statistical control chart is vastly used in financial field, especially in assessing changes in stock returns. Control charts are becoming an important consitituent of the decision-making process in stock trading. However, in the presence of non-normality, the classical control charts may produce to...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Penerbit Universiti Kebangsaan Malaysia
2022
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| Online Access: | http://journalarticle.ukm.my/19447/ http://journalarticle.ukm.my/19447/1/Paper-2-Ayu.pdf |