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DYNA
Print version ISSN 0012-7353On-line version ISSN 2346-2183
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.