Robust Hotelling T2 Control Chart with Consistent Minimum Vector Variance

Recently, an alternative robust control chart based on a new robust estimator known as minimum vector variance (MVV) estimator, T-MVV(2), was introduced in Phase II. T-MVV(2) was able to detect out-of-control signal and simultaneously control false alarm rate even as the dimension increased. However, the estimated UCLs of T-MVV(2) are large as compared to the traditional chart. In this study, we improved the MVV estimators in terms of consistency and bias. The result showed great improvement in the control limit values while maintaining its good performance in terms of false alarm and probability of detection.