Identifying the Out of Control Variable in a Multivariate Control Chart

Petros Maravelakis, Sotiris Bersimis, John Panaretos and Stelios Psarakis

MPRA Paper from University Library of Munich, Germany

Abstract: The identification of the out of control variable, or variables, after a multivariate control chart signals, is an appealing subject for many researchers in the last years. In this paper we propose a new method for approaching this problem based on principal components analysis. Theoretical control limits are derived and a detailed investigation of the properties and the limitations of the new method is given. A graphical technique which can be applied in some of these limiting situations is also provided.

Keywords: Multivariate analysis; Multivariate control charts; Ratio of normals; Principal components; Cusum; Statistical Process Control (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 2002
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Published in Communications in Statistics, A (Theory and Methods) 12.31(2002): pp. 2391-2408

Downloads: (external link)
https://mpra.ub.uni-muenchen.de/6387/1/MPRA_paper_6387.pdf original version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:6387

Access Statistics for this paper

More papers in MPRA Paper from University Library of Munich, Germany Ludwigstraße 33, D-80539 Munich, Germany. Contact information at EDIRC.
Bibliographic data for series maintained by Joachim Winter ().