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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| Published in | Journal of applied statistics Vol. 36; no. 12; pp. 1385 - 1396 |
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| Main Authors | , |
| Format | Journal Article |
| Language | English |
| Published |
Taylor and Francis Journals
01.11.2009
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| Series | Journal of Applied Statistics |
| Subjects | |
| Online Access | Get full text |
| ISSN | 0266-4763 1360-0532 |
| DOI | 10.1080/02664760902810813 |
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| Abstract | 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. |
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| AbstractList | 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. |
| Author | Alfaro, J. L Ortega, J. Fco |
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| StartPage | 1385 |
| SubjectTerms | masking effect multivariate control chart outliers robust estimators statistical quality control |
| Title | A comparison of robust alternatives to Hotelling's T2 control chart |
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