A Nonparametric Multivariate Control Chart Based on Data Depth

Amor Messaoud, Claus Weihs and Franz Hering

No 2004,61, Technical Reports from Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen

Abstract: 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.

Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:sfb475:200461

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