A New Depth-based Multivariate Control Chart in Phase II

This article presents a new multivariate non-parametric control chart in Phase II based on depth functions. The proposed statistic is an affine invariant and asymptotically free distribution. Indeed, the asymptotic distribution of the proposed statistic is derived under the in-control process. Based on simulation studies, the performance of the proposed statistic, using several depth functions, has been evaluated and compared with three competing statistics. The results show that the introduced statistic performs adequately and, in some cases, outperforms the competing statistics. A real dataset has been analyzed based on the proposed chart.