A Nonparametric Multivariate Control Chart Based on Data Depth

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Date

2004

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Universität Dortmund

Abstract

For the design of most multivariate control charts, it is assumed that the observations follow a multivariate normal distribution. In practice, this assumption is rarely satisfied. In this work, a distribution-free EWMA control chart for multivariate processes is proposed. This chart is based on sequential rank of data depth measures.

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