Estimation of Change Point in Generalized Variance Control Chart

Dogu E., DEVECİ KOCAKOÇ İ.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, vol.40, no.3, pp.345-363, 2011 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 40 Issue: 3
  • Publication Date: 2011
  • Doi Number: 10.1080/03610918.2010.542844
  • Journal Name: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.345-363
  • Keywords: Change point estimation, Generalized variance control chart, Maximum likelihood estimation (MLE), MULTIVARIATE PROCESS VARIABILITY, STATISTICAL PROCESS-CONTROL, COVARIANCE-MATRIX, MODEL
  • Dokuz Eylül University Affiliated: Yes

Abstract

In this study, using maximum likelihood estimation, a considerably effective change point model is proposed for the generalized variance control chart in which the required statistics are calculated with its distributional properties. The procedure, when used with generalized variance control charts, would be helpful for practitioners both controlling the multivariate process dispersion and detecting the time of the change in variance-covariance matrix of a process. The procedure starts after the chart issues a signal. Several structural changes for the variance-covariance matrix are considered and the precision and the accuracy of the proposed method is discussed.