A comparison of robust alternatives to Hotelling's T2 control chart

Control charts are one of the widest used techniques in statistical process control. In Phase I, historical observations are analysed in order to construct a control chart. Because of the existence of multiple outliers that are undetected by control charts such as Hotelling's T2 due to the mask...

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Bibliographic Details
Published inJournal of applied statistics Vol. 36; no. 12; pp. 1385 - 1396
Main Authors Ortega, J. Fco, Alfaro, J. L
Format Journal Article
LanguageEnglish
Published Taylor and Francis Journals 01.11.2009
SeriesJournal of Applied Statistics
Subjects
masking effect
multivariate control chart
outliers
robust estimators
statistical quality control
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ISSN0266-4763
1360-0532
DOI10.1080/02664760902810813

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Summary:Control charts are one of the widest used techniques in statistical process control. In Phase I, historical observations are analysed in order to construct a control chart. Because of the existence of multiple outliers that are undetected by control charts such as Hotelling's T2 due to the masking effect, robust alternatives to Hotelling's T2 have been developed based on minimum volume ellipsoid (MVE) estimators, minimum covariance determinant (MCD) estimators, reweighted MCD estimators or trimmed estimators. In this paper, we use a simulation study to analyse the performance of each alternative in various situations and offer guidance for the correct use of each estimator.
ISSN:0266-4763
1360-0532
DOI:10.1080/02664760902810813