Abstract

YANEZ, SERGIO; GONZALEZ, NELFI  and  VARGAS, JOSÉ ALBERTO. HOTELLING'S T² CONTROL CHARTS BASED ON ROBUST ESTIMATORS. Dyna rev.fac.nac.minas [online]. 2010, vol.77, n.163, pp.239-247. ISSN 0012-7353.

Under the presence of multivariate outliers, in a Phase I analysis of historical set of data, the T² control chart based on the usual sample mean vector and sample variance - covariance matrix performs poorly. Several alternative estimators have been proposed. Among them, estimators based on the minimum volume ellipsoid (MVE) and the minimum covariance determinant (MCD) are powerful in detecting a reasonable number of outliers. In this paper we propose a T² control chart using the biweight S estimators for the location and dispersion parameters when monitoring multivariate individual observations. Simulation studies show that this method outperforms the T² control chart based on MVE estimators for a small number of observations.

Keywords : Multivariate Control Charts; MVE Estimators; Outliers; S Estimators.

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