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

被引：32

作者：

Alfaro, J. L. ^{[1
]}

Ortega, J. Fco ^{[1
]}

机构：

[1] Univ Castilla La Mancha, Fac CC Econ & Empresariales Albacete, Albacete 02071, Spain

来源：

JOURNAL OF APPLIED STATISTICS | 2009年 / 36卷 / 12期

关键词：

statistical quality control; multivariate control chart; outliers; masking effect; robust estimators; MULTIVARIATE CONTROL CHARTS; ALGORITHMS; LOCATION; OUTLIERS;

D O I：

10.1080/02664760902810813

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：1385 / 1396

页数：12

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