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A Nonparametric Multivariate Control Chart Based on Data Depth

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  • Messaoud, Amor
  • Weihs, Claus
  • Hering, Franz

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.

Suggested Citation

  • Messaoud, Amor & Weihs, Claus & Hering, Franz, 2004. "A Nonparametric Multivariate Control Chart Based on Data Depth," Technical Reports 2004,61, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:200461
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    References listed on IDEAS

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    1. Weihs, Claus & Theis, Winfried & Messaoud, Amor & Hering, Franz, 2004. "Monitoring of the BTA Deep Hole Drilling Process Using Residual Control Charts," Technical Reports 2004,60, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    2. Peter J. Rousseeuw & Ida Ruts, 1996. "Bivariate Location Depth," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 45(4), pages 516-526, December.
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