Robustification of Shewhart control chart by median based estimators : a study on Malaysia stock data

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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...

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Bibliographic Details
Main Authors:	Daisy Krithikah Santhanasamy, Ayu Abdul-Rahman
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2022
Online Access:	http://journalarticle.ukm.my/19447/ http://journalarticle.ukm.my/19447/1/Paper-2-Ayu.pdf

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