High Breakdown Estimators to Robustify Phase II Multivariate Control Charts
نویسندگان
چکیده
منابع مشابه
High breakdown estimation methods for Phase I multivariate control charts
The goal of Phase I monitoring of multivariate data is to identify multivariate outliers and step changes so that the estimated control limits are sufficiently accurate for Phase II monitoring. High breakdown estimation methods based on the minimum volume ellipsoid (MVE) or the minimum covariance determinant (MCD) are well suited to detecting multivariate outliers in data. However, they are dif...
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In the literature, estimators for regression or multivariate location and dispersion that have been shown to be both consistent and high breakdown are impractical to compute. This paper gives easily computed high breakdown robust √ n consistent estimators, and the applications for these estimators are numerous. For regression, the response plot of the fitted values versus the response is shown ...
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Multivariate Outlier Detection With High-Breakdown Estimators Andrea Cerioli Andrea Cerioli is Professor, Dipartimento di Economia, Sezione di Statistica e Informatica, Università di Parma, Via Kennedy 6, 43100 Parma, Italy . The author expresses his gratitude to three anonymous reviewers for insightful comments that led to many improvements in the article. The author also thanks Marco Riani an...
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ژورنال
عنوان ژورنال: Journal of Applied Sciences
سال: 2011
ISSN: 1812-5654
DOI: 10.3923/jas.2011.503.511