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BukuNew methodology in regression and multivariate quality control via data depth
Bibliografi
Author: Teng, Huey-Chung ; Liu, Regina (Advisor); Singh, Kesar (Advisor)
Topik: STATISTICS
Bahasa: (EN )    ISBN: 0-599-61701-2    
Penerbit: RUTGERS THE STATE UNIVERSITY OF NEW JERSEY - NEW BRUNSWICK     Tahun Terbit: 2000    
Jenis: Theses - Dissertation
Fulltext: 9958417.pdf (0.0B; 2 download)
Abstract
Several depth-based nonparametric multivariate methods are developed for regression and statistical quality control charts. The regression methods include the pick-p approach, the simplicial-intercept approach and the depth-weighted approach. They are shown to be robust in the presence of outliers. Some real datasets with extreme outliers are presented, and outcomes are quite supportive of our methods. As a byproduct, the objective function itself in the simplicial-intercept approach can provide a natural measure of goodness-of-fit of the resulting linear regression. In the realm of multivariate statistical quality control, the so-called r- and Q-charts have been constructed based on the idea of reducing each multivariate characteristic to a univariate index, namely its relative center-outward rank induced by a data depth. In this dissertation, we develop further the r- and Q-charts by applying various moving average schemes to the ranks. The moving average scheme allows our new charts to achieve a superior capability in detecting location changes in a process. This superiority is particularly acute in the non-elliptical processes. Graphical results based on many datasets simulated from different distributions are presented to highlight this property.
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