Bivariate semiparametric control charts for simultaneous monitoring of process mean and variance

被引:8
|
作者
Koutras, Markos, V [1 ]
Sofikitou, Elisavet M. [1 ]
机构
[1] Univ Piraeus, Sch Finance & Stat, Dept Stat & Insurance Sci, Piraeus, Greece
关键词
copulas; multivariate statistical process control; nonparametric control charts; order statistics; simultaneous monitoring; MULTIVARIATE CONTROL CHARTS; COVARIANCE-MATRIX; ORDER-STATISTICS; VECTOR; LOCATION;
D O I
10.1002/qre.2514
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
In the present article, two semiparametric bivariate control charts are presented, which use order statistics and are effective in jointly monitoring of possible shifts in the process mean and/or variance. To achieve that both the median location (or more generally the location of a specific order statistic) and the number of specific observations of the test sample lying between the control limits are taken into account. The false alarm rate and the in-control average run length are not affected by the marginal distributions, while the effect of the dependence structure on them is negligible; therefore, they can be used as fully nonparametric charts. A performance-comparison study is carried out, and an illustrative example is provided using a real-world data set.
引用
收藏
页码:447 / 473
页数:27
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