Technical Report / Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2004,61
For the design of most multivariate control charts, it is assumed that the observations follow a multivariate normal distribution. In practice, this assumption is rarely satisfied. In this work, a distribution-free EWMA control chart for multivariate processes is proposed. This chart is based on equential rank of data depth measures.