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Saturday, May 19
Computational Statistics
Image and High-Dimensional Processing
Sat, May 19, 1:15 PM - 2:45 PM
Regency Ballroom A

Sequential Multi-Aspect Monitoring Multivariate and High-Dimensional Data (304620)

Niladri Chakraborty, XLRI - Xavier School of Management 
Marco Marozzi, Department of Environmental Sciences, Informatics and Statistics,  
*Amitava Mukherjee, XLRI - Xavier School of Management 

Keywords: Sequential, Multi-aspect Monitoring, Lepage-Type test, Phase-II, Distribution-Free, Euclidean Distance

In this paper we propose a class of distribution-free sequential Phase-II monitoring schemes for multivariate and high-dimensional data. Instead traditional monitoring of location shift we consider monitoring multiple aspects of multivariate population. We also indicate possible modification of the proposed procedure for high-dimensional data. Proposed techniques are based on the simple concepts of ranks, certain distance measure and permutation tests. We study the performance of the proposed procedure in finite sample situations and also provide an illustrative example.