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A nonparametric multivariate phase I location control chart based on data depth

Author

Listed:
  • A. Hedayati

    (Shahid Beheshti University)

  • S. Dehghan

    (Shahid Beheshti University)

  • M. R. Faridrohani

    (Shahid Beheshti University)

Abstract

In this paper, we propose a new depth-based nonparametric multivariate control chart for phase I to detect location changes. The proposed depth-based is affine invariant and asymptotically nonparametric over a broad family of distributions and also does not require any symmetric assumption. Simulation studies are provided to analyze the performance of the proposed control chart based on various depth functions. We apply the proposed control chart to a real data set for illustrative purposes. Our proposed statistic performs well and in some cases better than competitors.

Suggested Citation

  • A. Hedayati & S. Dehghan & M. R. Faridrohani, 2025. "A nonparametric multivariate phase I location control chart based on data depth," Quality & Quantity: International Journal of Methodology, Springer, vol. 59(2), pages 1641-1660, April.
    • Handle: RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-024-02035-0
    DOI: 10.1007/s11135-024-02035-0
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    References listed on IDEAS

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    1. Jun Zhao & Hyoung-Moon Kim, 2023. "New closed-form efficient estimators for the negative binomial distribution," Statistical Papers, Springer, vol. 64(6), pages 2119-2135, December.
    2. J. M. Boone & S. Chakraborti, 2012. "Two simple Shewhart‐type multivariate nonparametric control charts," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 28(2), pages 130-140, March.
    3. Suk Joo Bae & Giang Do & Paul Kvam, 2016. "On data depth and the application of nonparametric multivariate statistical process control charts," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 32(5), pages 660-676, September.
    4. Yu‐Hyeong Jang & Jun Zhao & Hyoung‐Moon Kim & Kyusang Yu & Sunghoon Kwon & SungHwan Kim, 2023. "New closed‐form efficient estimator for multivariate gamma distribution," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 77(4), pages 555-572, November.
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