This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Carta EWMA con varianza efectiva para monitorear variabilidad en procesos de control de calidad multivariados

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Víctor Hugo Morales ()
José Alberto Vargas ()
Abstract

Cuando se tiene interés en monitorear pequeños cambios en la variabilidad (o en la media) de un proceso, las cartas tipo EWMA han mostrado ser muy eficientes. Estas cartas, en el caso multivariado, tradicionalmente han utilizado la varianza generalizada como medida global de variabilidad, definida como el determinante de la matriz de varianzas y covarianzas. Peña & Rodríguez (2003) propusieron una medida global de variabilidad, llamada varianza efectiva, definida para p variables como la raíz p-ésima de la varianza generalizada, la cual, en algunos escenarios del análisis multivariado, ofrece algunas ventajas sobre la varianza generalizada. En este artículo se construye una carta EWMA utilizando la varianza efectiva.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.ciencias.unal.edu.co/publicaciones/estadistica/rce/body/v31n1a08MoralesVargas.pdf
File Format:
File Function:
Download Restriction: no

Publisher Info
Article provided by REVISTA COLOMBIANA DE ESTADISTICA in its journal Revista Colombiana de Estadística.

Volume (Year): (2008)
Issue (Month): ()
Pages:
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:col:000163:005071

Contact details of provider:

For technical questions regarding this item, or to correct its listing, contact: (Mauricio Sadinle).

Related research
Keywords:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Arthur Yeh & Dennis Lin & Honghong Zhou & Chandramouliswaran Venkataramani, 2003. "A multivariate exponentially weighted moving average control chart for monitoring process variability," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(5), pages 507-536, June. [Downloadable!] (restricted)
  2. J. Carlos Garcia-Diaz, 2007. "The 'effective variance' control chart for monitoring the dispersion process with missing data," European Journal of Industrial Engineering, Inderscience Enterprises Ltd, vol. 1(1), pages 40-55, January. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? You too can volunteer for RePEc, for example by encouraging others to use our services.

This page was last updated on 2009-11-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.