Multivariate control chart based on robust estimator

Habshah Midi, and Ashkan Shabbak, and Bashar A.Talib , and Mohd Nooh Hassan, (2009) Multivariate control chart based on robust estimator. Journal of Quality Measurement and Analysis, 5 (1). pp. 17-33. ISSN 1823-5670

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A Hotelling T 2 control chart has been widely used for monitoring first phase of multivariate statistical process control. However, this classical control chart which is based on classical estimators is not effective in detecting multivariate outliers. As an alternative, T 2 statistics based on robust minimum volume ellipsoid or the minimum covariance determinant are proposed. The performance of these robust control charts are investigated extensively by real examples and Monte Carlo simulation. The result indicates that the robust control charts is more effective in detecting outliers than the classical control charts

Item Type:Article
Keywords:Multivariate control chart; multivariate outliers; minimum volume ellipsoid; minimum covariance determinant; probability of detecting a shift
Journal:Journal of Quality Measurement and Analysis
ID Code:1901
Deposited By: Ms. Nor Ilya Othman
Deposited On:16 Jun 2011 07:05
Last Modified:16 Jun 2011 07:05

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