High breakdown estimators to robustify phase II multivariate control charts.
Control chart is a statistical process control tool that is used to monitor the changes in a process. Hotelling's T2 chart is one of the most popular control charts for monitoring independently and identically distributed random vectors. This chart detects many types of out-of-control signals,...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English English |
| Published: |
Asian Network for Scientific Information
2011
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| Online Access: | http://psasir.upm.edu.my/id/eprint/24754/ http://psasir.upm.edu.my/id/eprint/24754/1/High%20breakdown%20estimators%20to%20robustify%20phase%20II%20multivariate%20control%20charts.pdf |
| _version_ | 1848845122810150912 |
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| author | Mohammadi, M. Midi, Habshah Arasan, Jayanthi Al-Talib, B. |
| author_facet | Mohammadi, M. Midi, Habshah Arasan, Jayanthi Al-Talib, B. |
| author_sort | Mohammadi, M. |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | Control chart is a statistical process control tool that is used to monitor the changes in a process. Hotelling's T2 chart is one of the most popular control charts for monitoring independently and identically distributed random vectors. This chart detects many types of out-of-control signals, but it is not sensitive to small shifts in the mean vector. This study propose a more efficient T2 control charts based on the re-weigted robust estimators of location and dispersion. The proposed control charts are attained by substituting the classical estimators of the mean vector and covariance matrix in the Hotelling's T2 by the re-weighted MCD and re-weighted MVE estimators. In this study, Monte Carlo simulations were carried out to establish the proposed robust control limit. Following that, we suggested suitable estimators for each condition. Our advice in this study is replacing the classical mean vector and covariance matrix of the data in the Hotelling's T2 statistic by there weighted MCD and Re-weighted MVE estimators. |
| first_indexed | 2025-11-15T08:41:48Z |
| format | Article |
| id | upm-24754 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T08:41:48Z |
| publishDate | 2011 |
| publisher | Asian Network for Scientific Information |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-247542015-10-20T00:03:54Z http://psasir.upm.edu.my/id/eprint/24754/ High breakdown estimators to robustify phase II multivariate control charts. Mohammadi, M. Midi, Habshah Arasan, Jayanthi Al-Talib, B. Control chart is a statistical process control tool that is used to monitor the changes in a process. Hotelling's T2 chart is one of the most popular control charts for monitoring independently and identically distributed random vectors. This chart detects many types of out-of-control signals, but it is not sensitive to small shifts in the mean vector. This study propose a more efficient T2 control charts based on the re-weigted robust estimators of location and dispersion. The proposed control charts are attained by substituting the classical estimators of the mean vector and covariance matrix in the Hotelling's T2 by the re-weighted MCD and re-weighted MVE estimators. In this study, Monte Carlo simulations were carried out to establish the proposed robust control limit. Following that, we suggested suitable estimators for each condition. Our advice in this study is replacing the classical mean vector and covariance matrix of the data in the Hotelling's T2 statistic by there weighted MCD and Re-weighted MVE estimators. Asian Network for Scientific Information 2011 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/24754/1/High%20breakdown%20estimators%20to%20robustify%20phase%20II%20multivariate%20control%20charts.pdf Mohammadi, M. and Midi, Habshah and Arasan, Jayanthi and Al-Talib, B. (2011) High breakdown estimators to robustify phase II multivariate control charts. Journal of Applied Sciences, 11 (3). pp. 503-511. ISSN 1812-5654, ESSN: 1812-5662 http://www.ansinet.com/ 10.3923/jas.2011.503.511 English |
| spellingShingle | Mohammadi, M. Midi, Habshah Arasan, Jayanthi Al-Talib, B. High breakdown estimators to robustify phase II multivariate control charts. |
| title | High breakdown estimators to robustify phase II multivariate control charts. |
| title_full | High breakdown estimators to robustify phase II multivariate control charts. |
| title_fullStr | High breakdown estimators to robustify phase II multivariate control charts. |
| title_full_unstemmed | High breakdown estimators to robustify phase II multivariate control charts. |
| title_short | High breakdown estimators to robustify phase II multivariate control charts. |
| title_sort | high breakdown estimators to robustify phase ii multivariate control charts. |
| url | http://psasir.upm.edu.my/id/eprint/24754/ http://psasir.upm.edu.my/id/eprint/24754/ http://psasir.upm.edu.my/id/eprint/24754/ http://psasir.upm.edu.my/id/eprint/24754/1/High%20breakdown%20estimators%20to%20robustify%20phase%20II%20multivariate%20control%20charts.pdf |