Modified multivariate cumulative sum control chart based on robust estimators
Integrate several robust approaches to the classical MCUSUM control chart. These approaches used robust location and scale estimator to substitute the usual mean and covariance matrix, respectively into the classical MCUSUM. The two robust location estimators used are the modified one-step M estimat...
| Main Authors: | , , , |
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| Format: | Article |
| Published: |
Malaysian Mathematical Science Society (PERSAMA)
2023
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| Online Access: | http://psasir.upm.edu.my/id/eprint/108580/ |
| _version_ | 1848865176038670336 |
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| author | Razale, A. S. Ali, N. M. Ali, N. Rahmin, N. A. A. |
| author_facet | Razale, A. S. Ali, N. M. Ali, N. Rahmin, N. A. A. |
| author_sort | Razale, A. S. |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | Integrate several robust approaches to the classical MCUSUM control chart. These approaches used robust location and scale estimator to substitute the usual mean and covariance matrix, respectively into the classical MCUSUM. The two robust location estimators used are the modified one-step M estimator (MOM) and Hodges Lehmann estimator (HL). Then, a scale estimator named Madn was introduced and functioned accordingly to the robust location estimators. Altogether, two robust MCUSUM control charts were proposed. |
| first_indexed | 2025-11-15T14:00:32Z |
| format | Article |
| id | upm-108580 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| last_indexed | 2025-11-15T14:00:32Z |
| publishDate | 2023 |
| publisher | Malaysian Mathematical Science Society (PERSAMA) |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-1085802024-10-03T04:21:53Z http://psasir.upm.edu.my/id/eprint/108580/ Modified multivariate cumulative sum control chart based on robust estimators Razale, A. S. Ali, N. M. Ali, N. Rahmin, N. A. A. Integrate several robust approaches to the classical MCUSUM control chart. These approaches used robust location and scale estimator to substitute the usual mean and covariance matrix, respectively into the classical MCUSUM. The two robust location estimators used are the modified one-step M estimator (MOM) and Hodges Lehmann estimator (HL). Then, a scale estimator named Madn was introduced and functioned accordingly to the robust location estimators. Altogether, two robust MCUSUM control charts were proposed. Malaysian Mathematical Science Society (PERSAMA) 2023 Article PeerReviewed Razale, A. S. and Ali, N. M. and Ali, N. and Rahmin, N. A. A. (2023) Modified multivariate cumulative sum control chart based on robust estimators. Menemui Matematik, 45 (2). pp. 247-258. ISSN 2231-7023 https://myjms.mohe.gov.my/index.php/dismath/article/view/24695 |
| spellingShingle | Razale, A. S. Ali, N. M. Ali, N. Rahmin, N. A. A. Modified multivariate cumulative sum control chart based on robust estimators |
| title | Modified multivariate cumulative sum control chart based on robust estimators |
| title_full | Modified multivariate cumulative sum control chart based on robust estimators |
| title_fullStr | Modified multivariate cumulative sum control chart based on robust estimators |
| title_full_unstemmed | Modified multivariate cumulative sum control chart based on robust estimators |
| title_short | Modified multivariate cumulative sum control chart based on robust estimators |
| title_sort | modified multivariate cumulative sum control chart based on robust estimators |
| url | http://psasir.upm.edu.my/id/eprint/108580/ http://psasir.upm.edu.my/id/eprint/108580/ |