Robust multivariate control chart based on shrinkage for individual observations Articles uri icon

publication date

  • January 2022

start page

  • 415

end page

  • 440

issue

  • 4

volume

  • 54

International Standard Serial Number (ISSN)

  • 0022-4065

Electronic International Standard Serial Number (EISSN)

  • 2575-6230

abstract

  • A robust multivariate quality control technique for individual observations is proposed, based on the robust reweighted shrinkage estimators. A simulation study is done to check the performance and compare the method with the classical Hotelling approach, and the robust alternative based on the reweighted minimum covariance determinant estimator. The results show the appropriateness of the method even when the dimension or the Phase I contamination are high, with both independent and correlated variables, showing additional advantages about computational efficiency. The approach is illustrated with two real data-set examples from production processes.

subjects

  • Mathematics
  • Statistics

keywords

  • hotelling t2; multivariate process control; reweighted mcd; reweighted shrinkage estimator