HOTELLING'S T² CONTROL CHARTS BASED ON ROBUST ESTIMATORS
Under the presence of multivariate outliers, in a Phase I analysis of historical set of data, the T² control chart based on the usual sample mean vector and sample variance - covariance matrix performs poorly. Several alternative estimators have been proposed. Among them, estimators based on the minimum volume ellipsoid (MVE) and the minimum covariance determinant (MCD) are powerful in detecting a reasonable number of outliers. In this paper we propose a T² control chart using the biweight S estimators for the location and dispersion parameters when monitoring multivariate individual observations. Simulation studies show that this method outperforms the T² control chart based on MVE estimators for a small number of observations.
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Universidad Nacional de Colombia
2010
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oai:scielo:S0012-735320100003000252011-07-06HOTELLING'S T² CONTROL CHARTS BASED ON ROBUST ESTIMATORSYÁÑEZ,SERGIOGONZÁLEZ,NELFIVARGAS,JOSÉ ALBERTO Multivariate Control Charts MVE Estimators Outliers S Estimators Under the presence of multivariate outliers, in a Phase I analysis of historical set of data, the T² control chart based on the usual sample mean vector and sample variance - covariance matrix performs poorly. Several alternative estimators have been proposed. Among them, estimators based on the minimum volume ellipsoid (MVE) and the minimum covariance determinant (MCD) are powerful in detecting a reasonable number of outliers. In this paper we propose a T² control chart using the biweight S estimators for the location and dispersion parameters when monitoring multivariate individual observations. Simulation studies show that this method outperforms the T² control chart based on MVE estimators for a small number of observations.info:eu-repo/semantics/openAccessUniversidad Nacional de ColombiaDYNA v.77 n.163 20102010-09-01info:eu-repo/semantics/articletext/htmlhttp://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0012-73532010000300025en |
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YÁÑEZ,SERGIO GONZÁLEZ,NELFI VARGAS,JOSÉ ALBERTO |
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YÁÑEZ,SERGIO GONZÁLEZ,NELFI VARGAS,JOSÉ ALBERTO HOTELLING'S T² CONTROL CHARTS BASED ON ROBUST ESTIMATORS |
| author_facet |
YÁÑEZ,SERGIO GONZÁLEZ,NELFI VARGAS,JOSÉ ALBERTO |
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YÁÑEZ,SERGIO |
| title |
HOTELLING'S T² CONTROL CHARTS BASED ON ROBUST ESTIMATORS |
| title_short |
HOTELLING'S T² CONTROL CHARTS BASED ON ROBUST ESTIMATORS |
| title_full |
HOTELLING'S T² CONTROL CHARTS BASED ON ROBUST ESTIMATORS |
| title_fullStr |
HOTELLING'S T² CONTROL CHARTS BASED ON ROBUST ESTIMATORS |
| title_full_unstemmed |
HOTELLING'S T² CONTROL CHARTS BASED ON ROBUST ESTIMATORS |
| title_sort |
hotelling's t² control charts based on robust estimators |
| description |
Under the presence of multivariate outliers, in a Phase I analysis of historical set of data, the T² control chart based on the usual sample mean vector and sample variance - covariance matrix performs poorly. Several alternative estimators have been proposed. Among them, estimators based on the minimum volume ellipsoid (MVE) and the minimum covariance determinant (MCD) are powerful in detecting a reasonable number of outliers. In this paper we propose a T² control chart using the biweight S estimators for the location and dispersion parameters when monitoring multivariate individual observations. Simulation studies show that this method outperforms the T² control chart based on MVE estimators for a small number of observations. |
| publisher |
Universidad Nacional de Colombia |
| publishDate |
2010 |
| url |
http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0012-73532010000300025 |
| work_keys_str_mv |
AT yanezsergio hotellingst2controlchartsbasedonrobustestimators AT gonzaleznelfi hotellingst2controlchartsbasedonrobustestimators AT vargasjosealberto hotellingst2controlchartsbasedonrobustestimators |
| _version_ |
1755932549491720192 |