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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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number
6387.
Length: Date of creation: 2002 Date of revision: Publication status: Published in Communications in Statistics, A (Theory and Methods) 12.31(2002): pp. 2391-2408 Handle: RePEc:pra:mprapa:6387
Find related papers by JEL classification: C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General
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