Maravelakis, Petros and Bersimis, Sotiris and Panaretos, John and Psarakis, Stelios (2002): Identifying the Out of Control Variable in a Multivariate Control Chart. Published in: Communications in Statistics, A (Theory and Methods) , Vol. 31, No. 12 (2002): pp. 2391-2408.
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Abstract
The identification of the out of control variable, or variables, after a multivariate control chart signals, is an appealing subject for many researchers in the last years. In this paper we propose a new method for approaching this problem based on principal components analysis. Theoretical control limits are derived and a detailed investigation of the properties and the limitations of the new method is given. A graphical technique which can be applied in some of these limiting situations is also provided.
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | Identifying the Out of Control Variable in a Multivariate Control Chart |
| Language: | English |
| Keywords: | Multivariate analysis, Multivariate control charts, Ratio of normals, Principal components, Cusum, Statistical Process Control |
| Subjects: | C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General |
| Item ID: | 6387 |
| Depositing User: | J Panaretos |
| Date Deposited: | 20 Dec 2007 06:28 |
| Last Modified: | 02 Oct 2019 14:27 |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/6387 |
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