ON MULTIVARIATE ECONOMICAL QUALITY CONTROL

Mekki Hajlaoui (Tunisia)

Received May 23, 2007

References:

[1] G. E. P. Box and G. Jenkins, Further contributions to adaptive quality control: simultaneous estimation of dynamics: non-zero costs, Proceedings of the International Statistical Institute, 1963, pp. 943-974. [2] G. E. P. Box and T. Kramer, Statistical process monitoring and feedback adjustment: a discussion, Technometrics 34(3) (1992), 251-267. [3] M. Hajlaoui, Maîtrise de la Qualité Univariée et Multivariée: théories et applications, Doctorat Thesis of Tunis University, 2004. [4] M. Hajlaoui and M. Limam, Economical quality control with measurement error, Comm. Statist. Theory Methods 32(11) (2003), 2255-2270. [5] H. Lutkepohl, Introduction to Multiple Time Series Analysis, 2nd ed., Springer-Verlag, Germany, 1993. [6] G. C. Reinsel, Elements of Multivariate Time Series Analysis, Springer-Verlag, USA, 1993. [7] M. S. Srivastava, Economical process with sampling interval, Comm. Statist. Theory Methods 25(10) (1996), 2403-2430. [8] M. S. Srivastava and Y. Wu, A second order approximation to Taguchi’s on-line control procedure, Comm. Statist. Theory Methods 20(7) (1991), 2149-2168. [9] G. Taguchi, Quality engineering in Japan, Comm. Statist. Theory Methods 14 (1985), 2785-2801.

Keywords and phrases: IMA vector process, economical quality control, loss function, optimal stopping rule.