Premium
On data depth and the application of nonparametric multivariate statistical process control charts
Author(s) -
Bae Suk Joo,
Do Giang,
Kvam Paul
Publication year - 2016
Publication title -
applied stochastic models in business and industry
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.413
H-Index - 40
eISSN - 1526-4025
pISSN - 1524-1904
DOI - 10.1002/asmb.2186
Subject(s) - nonparametric statistics , control chart , multivariate statistics , statistical process control , statistics , normality , computer science , econometrics , mathematics , ewma chart , dimension (graph theory) , univariate , process (computing) , operating system , pure mathematics
The purpose of this article is to summarize recent research results for constructing nonparametric multivariate control charts with main focus on data depth‐based control charts. Data depth provides dimension reduction to high‐dimensional problems in a completely nonparametric way. Several depth measures including Tukey depth are shown to be particularly effective for purposes of statistical process control in case that the data deviate normality assumption. For detecting small or moderate shifts in the process target mean, the multivariate version of the exponentially weighted moving average chart is generally robust to non‐normal data, so that nonparametric alternatives may be less often required. Copyright © 2016 John Wiley & Sons, Ltd.