IDEAS home Printed from https://ideas.repec.org/a/taf/gnstxx/v25y2013i1p1-20.html
   My bibliography  Save this article

Nonparametric multivariate CUSUM control charts for location and scale changes

Author

Listed:
  • Jun Li
  • Xin Zhang
  • Daniel R. Jeske

Abstract

Among different multivariate control charts, multivariate cumulative sum (CUSUM) control charts are the popular choice for detecting small and moderate changes in the manufacturing process. However, most of CUSUM procedures in the literature were developed under the multivariate normality assumption. This assumption is usually difficult to justify in practice. In this paper, we propose two new nonparametric multivariate CUSUM procedures based on the spatial sign and data depth for detecting location and scale changes. These two procedures can be considered as the nonparametric counterparts of the two parametric multivariate CUSUM procedures developed in Crosier [(1988), 'Multivariate Generalizations for Cumulative Sum Quality-Control Schemes', Technometrics , 30, 291-303]. We show that the two proposed CUSUM procedures are affine invariant and asymptotically distribution-free over a broad family of distributions. In our simulation studies, the proposed CUSUM procedures perform well across a broad range of settings and compare favourably with existing CUSUM procedures for detecting location and scale changes.

Suggested Citation

  • Jun Li & Xin Zhang & Daniel R. Jeske, 2013. "Nonparametric multivariate CUSUM control charts for location and scale changes," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 25(1), pages 1-20, March.
    • Handle: RePEc:taf:gnstxx:v:25:y:2013:i:1:p:1-20
    DOI: 10.1080/10485252.2012.726992
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/10485252.2012.726992
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/10485252.2012.726992?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Chenglong Li & Amitava Mukherjee & Qin Su & Min Xie, 2016. "Optimal design of a distribution-free quality control scheme for cost-efficient monitoring of unknown location," International Journal of Production Research, Taylor & Francis Journals, vol. 54(24), pages 7259-7273, December.
    2. Patricia Alonso Ruiz & Evgeny Spodarev, 2018. "Entropy-based Inhomogeneity Detection in Fiber Materials," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1223-1239, December.
    3. Nagy, Stanislav, 2017. "Monotonicity properties of spatial depth," Statistics & Probability Letters, Elsevier, vol. 129(C), pages 373-378.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:gnstxx:v:25:y:2013:i:1:p:1-20. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/GNST20 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.