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Identifying the Out of Control Variable in a Multivariate Control Chart

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Author Info
Maravelakis, Petros
Bersimis, Sotiris
Panaretos, John
Psarakis, Stelios

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Abstract

The identification of the out of control variable, or variables, after a multivariate control chart signals, is an appealing subject for many researchers in the last years. In this paper we propose a new method for approaching this problem based on principal components analysis. Theoretical control limits are derived and a detailed investigation of the properties and the limitations of the new method is given. A graphical technique which can be applied in some of these limiting situations is also provided.

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File URL: http://mpra.ub.uni-muenchen.de/6387/
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Publisher Info
Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 6387.

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Date of creation: 2002
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Publication status: Published in Communications in Statistics, A (Theory and Methods) 12.31(2002): pp. 2391-2408
Handle: RePEc:pra:mprapa:6387

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Related research
Keywords: Multivariate analysis; Multivariate control charts; Ratio of normals; Principal components; Cusum; Statistical Process Control;

Find related papers by JEL classification:
C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General

Cited by:
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  1. Petros Maravelakis & Sotirios Bersimis, 2009. "The use of Andrews curves for detecting the out-of-control variables when a multivariate control chart signals," Statistical Papers, Springer, vol. 50(1), pages 51-65, January. [Downloadable!] (restricted)
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