Shoja'Eddin Chenouri, Stefan H. Steiner, Asokan Mulayath Variyath
A robust Hotelling’s T²-type control chart is proposed to monitor individual observations in a multivariate process. The chart is based on reweighted minimum covariance determinant estimators. It is shown how to set the control limits for the proposed chart, and its performance is studied using simulations. A real example illustrates the chart’s performance.
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