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Abstract Details

Activity Number: 173
Type: Contributed
Date/Time: Monday, July 30, 2012 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #306768
Title: Multivariate Nonparametric Control Charts and Change-Point Detection
Author(s): Shojaeddin Chenouri*+
Companies: University of Waterloo
Address: Dept of Statistics & Actuarial Science, Waterloo, ON, N2L 3G1, Canada
Keywords: Data depth ; multivariate statistics ; nonparametric statsitics ; control charts ; change point detection

In this talk, we first discuss several depth based control charts for monitoring multivariate processes. We begin by briefly reviewing control charts introduced in Liu (1995) and then construct several new depth based multivariate control charts. We further discuss how these charts can be adapted for one or more change point detection problems in multivariate framework. The methods discussed in this talk are all distribution free, and do not need parametric assumptions such as the multivariate normality.

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