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A new bivariate semiparametric control chart based on order statistics and concomitants

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  • Koutras, M.V.
  • Sofikitou, E.M.

Abstract

A bivariate semiparametric chart is introduced, which exploits order statistics and concomitants to detect potential shifts in the underlying distribution. The new chart outperforms its counterparts, especially when asymmetric limits are used.

Suggested Citation

  • Koutras, M.V. & Sofikitou, E.M., 2017. "A new bivariate semiparametric control chart based on order statistics and concomitants," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 340-347.
  • Handle: RePEc:eee:stapro:v:129:y:2017:i:c:p:340-347
    DOI: 10.1016/j.spl.2017.06.015
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    References listed on IDEAS

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    1. EryIlmaz, S. & Bairamov, I. G., 2003. "On a new sample rank of an order statistics and its concomitant," Statistics & Probability Letters, Elsevier, vol. 63(2), pages 123-131, June.
    2. Serkan Eryilmaz, 2016. "On an application of concomitants of order statistics," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(19), pages 5628-5636, October.
    3. Z. Abo-Eleneen & H. Nagaraja, 2002. "Fisher Information in an Order Statistic and its Concomitant," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(3), pages 667-680, September.
    4. Wang, Ke & Nagaraja, H.N., 2009. "Concomitants of order statistics for dependent samples," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 553-558, February.
    5. S. Chakraborti & P. van der Laan & M. A. van de Wiel, 2004. "A class of distribution‐free control charts," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 53(3), pages 443-462, August.
    6. Qiu, Peihua & Li, Zhonghua, 2011. "Distribution-free monitoring of univariate processes," Statistics & Probability Letters, Elsevier, vol. 81(12), pages 1833-1840.
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