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New 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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