Abstract #301489

This is the preliminary program for the 2003 Joint Statistical Meetings in San Francisco, California. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 2-5, 2003); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

To View the Program:
You may choose to view all activities of the program or just parts of it at any one time. All activities are arranged by date and time.

The views expressed here are those of the individual authors
and not necessarily those of the ASA or its board, officers, or staff.

Back to main JSM 2003 Program page
JSM 2003 Abstract #301489
Activity Number: 410
Type: Contributed
Date/Time: Wednesday, August 6, 2003 : 2:00 PM to 3:50 PM
Sponsor: Section on Quality & Productivity
Abstract - #301489
Title: Detecting and Interpreting Shifts in Elements of the Covariance Matrix
Author(s): Joe H. Sullivan*+ and Zachary G. Stoumbos and Robert L. Mason and John C. Young
Companies: Mississippi State University and Rutgers University and Southwest Research Institute and McNeese State University
Address: 110 Winterset, Starkville, MS, 39759-4157,
Keywords: statistical process control ; multivariate ; individual observations ; sigma
Abstract:

Although more attention is directed to detecting and interpreting shifts in the mean vector, detecting and interpreting shifts in the covariance matrix is also helpful in multivariate Statistical Process Control. We consider first the issue of detecting a shift in the covariance matrix in a retrospective sample of individual observations. The case of individual observations is the most difficult situation, since there are no rational subgroups for estimating the covariance matrix. We also develop confidence intervals for the location of the shift, conditioned on the existence of a single shift. We consider the problem of detecting the presence of multiple shifts. Once a shift is detected, we interpret the elements most likely to have changed.

  • The address information is for the authors that have a + after their name.
  • Authors who are presenting talks have a * after their name.

Back to the full JSM 2003 program

JSM 2003 For information, contact meetings@amstat.org or phone (703) 684-1221. If you have questions about the Continuing Education program, please contact the Education Department.
Revised March 2003