A robust estimation method of location and scale with application in monitoring process variability
This thesis consists of two parts; theoretical and application. The first part proposes the development of a new method for robust estimation of location and scale, in data concentration step (C-step), of the most widely used method known as fast minimum covariance determinant (FMCD). This new me...
| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | http://eprints.uthm.edu.my/1764/ http://eprints.uthm.edu.my/1764/1/24p%20ROHAYU%20MOHD%20SALLEH.pdf |
| _version_ | 1848887554552627200 |
|---|---|
| author | Mohd Salleh, Rohayu |
| author_facet | Mohd Salleh, Rohayu |
| author_sort | Mohd Salleh, Rohayu |
| building | UTHM Institutional Repository |
| collection | Online Access |
| description | This thesis consists of two parts; theoretical and application. The first part
proposes the development of a new method for robust estimation of location and
scale, in data concentration step (C-step), of the most widely used method known as
fast minimum covariance determinant (FMCD). This new method is as effective as
FMCD and minimum vector variance (MVV) but with lower computational
complexity. In FMCD, the optimality criterion of C-step is still quite cumbersome if
the number of variables p is large because of the computation of sample generalized
variance. This is the reason why MVV has been introduced. The computational
complexity of the C-step in FMCD is of order ( )
3
O p while MVV is ( )
2
O p . This is a
significant improvement especially for the case when p is large. In this case, although
MVV is faster than FMCD, it is still time consuming. Thus, this is the principal
motivation of this thesis, that is, to find another optimal criterion which is of far
higher computational efficiency. In this study, two other different optimal criteria
which will be able to reduce the running time of C-step is proposed. These criteria
are (i) the covariance matrix equality and (ii) index set equality. Both criteria do not
require any statistical computations, including the generalized variance in FMCD and
vector variance in MVV. Since only a logical test is needed, the computational
complexities of the C-step are of order (
)
ln O p p. The second part is the
application of the proposed criteria in robust Phase I operation of multivariate
process variability based on individual observations. Besides that, to construct a
more sensitive Phase II operation, both Wilks’ W statistic and Djauhari’s F statistic
are used. Both statistics have different distributions and is used to measure the effect
of an additional observation on covariance structure. |
| first_indexed | 2025-11-15T19:56:14Z |
| format | Thesis |
| id | uthm-1764 |
| institution | Universiti Tun Hussein Onn Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T19:56:14Z |
| publishDate | 2013 |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | uthm-17642021-10-11T01:12:39Z http://eprints.uthm.edu.my/1764/ A robust estimation method of location and scale with application in monitoring process variability Mohd Salleh, Rohayu QA Mathematics QA273-280 Probabilities. Mathematical statistics This thesis consists of two parts; theoretical and application. The first part proposes the development of a new method for robust estimation of location and scale, in data concentration step (C-step), of the most widely used method known as fast minimum covariance determinant (FMCD). This new method is as effective as FMCD and minimum vector variance (MVV) but with lower computational complexity. In FMCD, the optimality criterion of C-step is still quite cumbersome if the number of variables p is large because of the computation of sample generalized variance. This is the reason why MVV has been introduced. The computational complexity of the C-step in FMCD is of order ( ) 3 O p while MVV is ( ) 2 O p . This is a significant improvement especially for the case when p is large. In this case, although MVV is faster than FMCD, it is still time consuming. Thus, this is the principal motivation of this thesis, that is, to find another optimal criterion which is of far higher computational efficiency. In this study, two other different optimal criteria which will be able to reduce the running time of C-step is proposed. These criteria are (i) the covariance matrix equality and (ii) index set equality. Both criteria do not require any statistical computations, including the generalized variance in FMCD and vector variance in MVV. Since only a logical test is needed, the computational complexities of the C-step are of order ( ) ln O p p. The second part is the application of the proposed criteria in robust Phase I operation of multivariate process variability based on individual observations. Besides that, to construct a more sensitive Phase II operation, both Wilks’ W statistic and Djauhari’s F statistic are used. Both statistics have different distributions and is used to measure the effect of an additional observation on covariance structure. 2013-08 Thesis NonPeerReviewed text en http://eprints.uthm.edu.my/1764/1/24p%20ROHAYU%20MOHD%20SALLEH.pdf Mohd Salleh, Rohayu (2013) A robust estimation method of location and scale with application in monitoring process variability. Doctoral thesis, Universiti Teknologi Malaysia. |
| spellingShingle | QA Mathematics QA273-280 Probabilities. Mathematical statistics Mohd Salleh, Rohayu A robust estimation method of location and scale with application in monitoring process variability |
| title | A robust estimation method of location and scale with application in monitoring process variability |
| title_full | A robust estimation method of location and scale with application in monitoring process variability |
| title_fullStr | A robust estimation method of location and scale with application in monitoring process variability |
| title_full_unstemmed | A robust estimation method of location and scale with application in monitoring process variability |
| title_short | A robust estimation method of location and scale with application in monitoring process variability |
| title_sort | robust estimation method of location and scale with application in monitoring process variability |
| topic | QA Mathematics QA273-280 Probabilities. Mathematical statistics |
| url | http://eprints.uthm.edu.my/1764/ http://eprints.uthm.edu.my/1764/1/24p%20ROHAYU%20MOHD%20SALLEH.pdf |