Multivariate nonparametric control charts using small samples
MetadataShow full item record
Past sample information for each variable is retained through an exponentially weighted moving average statistic (EWMA) in order to increase the sensitivity of the charts to detect small shifts from the target. The properties of the charts are evaluated using simulation. Such charts are not distribution-free in the nonparametric sense, but they are more robust than the parametric equivalent chart because, among other reasons, they require only covariance estimates. Nonparametric charts are less efficient than the parametric equivalent chart if the measurements follow a normal distribution, but they improve significantly if the measurements follow a distribution with heavier tails.
- Doctoral Dissertations