A Nonparametric Multivariate Control Chart Based on Data Depth

For the design of most multivariate control charts, it is assumed that the observations follow a multivariate normal distribution. In practice, this assumption is rarely satisfied. In this work, a distribution-free EWMA control chart for multivariate processes is proposed. This chart is based on equential rank of data depth measures.

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Year of publication:	2004
Authors:	Messaoud, Amor ; Weihs, Claus ; Hering, Franz
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Multivariate Analyse \| Theorie \| Kontrollkarte

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Series:	Technical Report ; 2004,61
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	479045046 [GVK] hdl:10419/22574 [Handle] RePEc:zbw:sfb475:200461 [RePEc]
Source:	EconStor

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010296645