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

J. L. Alfaro and J. Fco. Ortega

Journal of Applied Statistics, 2009, vol. 36, issue 12, 1385-1396

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.

Keywords: statistical quality control; multivariate control chart; outliers; masking effect; robust estimators (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (3)

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DOI: 10.1080/02664760902810813

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