Enhancing Multivariate Control Charts for Individual Observations Using ROC Estimates

References

[1] J. L. Alfaro and J. F. Ortega, A robust alternative to Hotelling’s T 2 control chart using trimmed estimators, Qual. Reliab. Eng. Int. 24 (2008), no. 5, 601–611. 10.1002/qre.929Suche in Google Scholar

[2] J. L. Alfaro and J. F. Ortega, A comparison of robust alternatives to Hotelling’s T 2 control chart, J. Appl. Stat. 36 (2009), no. 12, 1385–1396. 10.1080/02664760902810813Suche in Google Scholar

[3] F. B. Alt, Multivariate quality control, The Encyclopedia of Statistical Sciences. Vol. 6, John Wiley & Sons, New York (1985), 110–122. Suche in Google Scholar

[4] E. Cabana and R. E. Lillo, Robust multivariate control chart based on shrinkage for individual observations, J. Qual. Technol. 54 (2022), no. 4, 415–440. 10.1080/00224065.2021.1930617Suche in Google Scholar

[5] E. Cabana, R. E. Lillo and H. Laniado, Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators, Statist. Papers 62 (2021), no. 4, 1583–1609. 10.1007/s00362-019-01148-1Suche in Google Scholar

[6] S. Chenouri, A. M. Variyath and S. H. Steiner, A multivariate robust control chart for individual observations, J. Qual. Technol. 41 (2009), no. 3, 259–271. 10.1080/00224065.2009.11917781Suche in Google Scholar

[7] D. Gervini, A robust and efficient adaptive reweighted estimator of multivariate location and scatter, J. Multivariate Anal. 84 (2003), no. 1, 116–144. 10.1016/S0047-259X(02)00018-0Suche in Google Scholar

[8] W. A. Jensen, J. B. Birch and W. H. Woodall, High breakdown estimation methods for phase I multivariate control charts, Qual. Reliab. Eng. Int. 23 (2007), no. 5, 615–629. 10.1002/qre.837Suche in Google Scholar

[9] H. P. Lopuhaä and P. J. Rousseeuw, Breakdown points of affine equivariant estimators of multivariate location and covariance matrices, Ann. Statist. 19 (1991), no. 1, 229–248. 10.1214/aos/1176347978Suche in Google Scholar

[10] D. G. Montgomery, Introduction to Statistical Quality Control, John Wiley & Sons, New York, 2009. Suche in Google Scholar

[11] C. P. Quesenberry, The multivariate short-run snapshot Q chart, Qual. Eng. 13 (2001), no. 4, 679–683. 10.1080/08982110108918699Suche in Google Scholar

[12] P. J. Rousseeuw and B. C. Van Zomeren, Unmasking multivariate outliers and leverage points, J. Amer. Statist. Assoc. 85 (1990), no. 411, 633–639. 10.1080/01621459.1990.10474920Suche in Google Scholar

[13] T. A. Sajesh and M. R. Srinivasan, Outlier detection for high dimensional data using the comedian approach, J. Stat. Comput. Simul. 82 (2012), no. 5, 745–757. 10.1080/00949655.2011.552504Suche in Google Scholar

[14] J. A. Vargas, Robust estimation in multivariate control charts for individual observations, J. Qual. Technol. 35 (2003), 367–376. 10.1080/00224065.2003.11980234Suche in Google Scholar

[15] S. S. Wilks, Mathematical Statistics, John Wiley & Sons, New York, 1962. Suche in Google Scholar

[16] G. Willems, G. Pison, P. J. Rousseeuw and S. Van Aelst, A robust Hotelling test, Metrika 55 (2002), 125–138. 10.1007/s001840200192Suche in Google Scholar