Robustness to Non-Normality of the Multivariate EWMA Control Chart

By Zachary G. Stoumbos, Joe H. Sullivan. 2002

229 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/a6be3e16b9bf7c977264309eeae39e793e92d857

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In Statistics and Probability

Citations in the corpus

An Examination of the Robustness to Non Normality of the EWMA Control Charts for the Dispersion (2005, background): “Recently, Stoumbos and Sullivan (2002) and Testik et al. (2003) extended the work of Borror et al. (1999) to the multivariate case of the EWMA chart.”
Nonparametric CUSUM and EWMA Control Charts for Detecting Mean Shifts (2010, background): “According to Borror et al. (1999) and Stoumbos and Sullivan (2002), the X-EWMA scheme with small smoothing parameter λ can be robust to nonnormality.”
Some Current Directions in the Theory and Application of Statistical Process Monitoring (2014, background): “Discussion of these problems and some recent potential directions for solutions were described by Ding et al. (2006), Stoumbos and Sullivan (2002), Laungrungrong et al. (2011), and Imtiaz and Shah (2008).”
A Nonparametric EWMA Sign Chart for Location Based on Individual Measurements (2011, methodology): “The choices k¼ 0.01 and k¼ 0.025 were suggested by Stoumbos and Reynolds (2000) and Stoumbos and Sullivan (2002) for the traditional EWMA chart and they are seen to apply for the nonparametric EWMA-SN chart as well.”
Robust multivariate control charts based on Birnbaum–Saunders distributions (2018, background): “Stoumbos and Sullivan [6] investigated the effects of non-normality on the statistical performance of the exponentially weightedmoving average chart, and its special case, the Hotelling chart.”
A General Multivariate Exponentially Weighted Moving-Average Control Chart (2007, background): “Partly for this reason, and partly to improve robustness to heavy-tailed distributions (Stoumbos and Sullivan (2002)), the DEWMA chart is often designed using the asymptotic (”steady state”) covariance matrix as its metric.”