Academic Journal
A Rank Based Multivariate CUSUM Procedure
| العنوان: | A Rank Based Multivariate CUSUM Procedure |
|---|---|
| المؤلفون: | Peihua Qiu, Douglas Hawkins |
| المساهمون: | The Pennsylvania State University CiteSeerX Archives |
| المصدر: | http://www.stat.umn.edu/~qiu/research/rank1.ps. |
| بيانات النشر: | MIT Press |
| سنة النشر: | 2001 |
| المجموعة: | CiteSeerX |
| مصطلحات موضوعية: | Key Words, Antiranks, CUSUM, Discrete Measurements, Distribution-Free, Goodness-Of-Fit |
| الوصف: | We consider statistical process control when measurements are multivariate. A CUSUM procedure is suggested in detecting a shift in the mean vector of the measurements, which is based on the cross-sectional antiranks of the measurements. At each time point, the measurements are ordered and their antiranks, which are the indices of the order statistics, are recorded. When the process is in-control and the joint distribution of the multivariate measurements satisfies some regularity conditions, the antirank vector at each time point has a given distribution. This distribution changes to some other distribution when the process is out-of-control and the components of the shift in the mean vector of the process are not all the same. This CUSUM can therefore detect shifts in all directions except the one in which the components of the shift in the mean vector are all the same but not zero. The shift with equal components, however, can be easily detected by another univariate CUSUM. . |
| نوع الوثيقة: | text |
| وصف الملف: | application/postscript |
| اللغة: | English |
| Relation: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.32.8675; http://www.stat.umn.edu/~qiu/research/rank1.ps |
| الاتاحة: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.32.8675 http://www.stat.umn.edu/~qiu/research/rank1.ps |
| Rights: | Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| رقم الانضمام: | edsbas.ACBD5E73 |
| قاعدة البيانات: | BASE |
| الوصف غير متاح. |