Multivariate process variability monitoring

Maman A. Djauhari, Muhammad Mashuri, Dyah E. Herwindiati

Research output: Contribution to journalArticlepeer-review

46 Citations (Scopus)


Understanding multivariate variability is a difficult task because there is no single measure that can be properly used. This article presents a new measure that features good properties. If this measure is simultaneously used with generalized variance, it will give a better understanding of multivariate variability. It can also efficiently be used for large data sets with high dimensions. Furthermore, when it is used for constructing a Shewhart-type chart to monitor multivariate variability, the resulting chart has a much better out-of-control ARL than the generalized variance chart. An example illustrates its advantage.

Original languageEnglish
Pages (from-to)1742-1754
Number of pages13
JournalCommunications in Statistics - Theory and Methods
Issue number11
Publication statusPublished - Jan 2008
Externally publishedYes


  • Control chart
  • Generalized variance
  • Multivariate variability measure
  • Vector variance


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