DocumentCode
3471678
Title
Comparison study on the speed of convergence in distribution of sample generalized variance and sample vector variance
Author
Yusoff, W.S. ; Djauhari, Maman Abdurachman
Author_Institution
Dept. of Math., Univ. Teknol. Malaysia, Skudai, Malaysia
fYear
2011
fDate
14-17 Sept. 2011
Firstpage
617
Lastpage
619
Abstract
The stability of covariance structure is a major issue in multivariate statistical process control. We learn from the literature, there are many statistical tests that have been developed to test that stability. In this paper we focus on the generalized variance test and vector variance test and we compare their convergence performance to normality based on simulation study.
Keywords
convergence; statistical analysis; statistical process control; convergence; covariance structure stability; generalized variance test; multivariate statistical process control; sample generalized variance; sample vector variance; vector variance test; Convergence; Correlation; Covariance matrix; Gaussian distribution; Monitoring; Simulation; Stability analysis; R-square; Stability of covariance structure; multivariate process variability;
fLanguage
English
Publisher
ieee
Conference_Titel
Quality and Reliability (ICQR), 2011 IEEE International Conference on
Conference_Location
Bangkok
Print_ISBN
978-1-4577-0626-4
Type
conf
DOI
10.1109/ICQR.2011.6031614
Filename
6031614
Link To Document