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Computational efficiency of generalized variance and vector variance

Sharif, Shamshuritawati and Wan Yusoff, Wan Nur Syahidah and Omar, Zurni and Ismail, Suzilah (2014) Computational efficiency of generalized variance and vector variance. In: International Conference on Quantitative Sciences and Its Applications (ICOQSIA 2014), 12–14 August 2014, Langkawi, Kedah Malaysia.

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In multivariate statistical quality control, the existing tests known as Generalized Variance (GV) and Vector Variance (VV), plays an important role in measuring process variability.In this paper, we present the computational efficiency of both tests to illustrate that their complexity as a function of dimension. From the mathematical derivation and simulation study, the computational efficiency of VV outperforms GV, particularly when the number of variables is large.

Item Type: Conference or Workshop Item (Paper)
Additional Information: ISBN: 978-0-7354-1274-3
Uncontrolled Keywords: multivariate variability, covariance matrix, computational efficiency
Subjects: Q Science > QA Mathematics
Divisions: School of Quantitative Sciences
Depositing User: Dr. Shamshuritawati Sharif
Date Deposited: 30 Aug 2015 04:38
Last Modified: 25 May 2016 08:12
URI: http://repo.uum.edu.my/id/eprint/15240

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