Computational Efficiency of Generalized Variance and Vector Variance

Shamshuritawati, Sharif and Wan Nur Syahidah, Wan Yusoff and Zurni, Omar and Suzilah, Ismail (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. pp. 906-911..

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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 (Other)
Uncontrolled Keywords: multivariate variability, covariance matrix, computational efficiency
Subjects: Q Science > Q Science (General)
Faculty/Division: Faculty of Industrial Sciences And Technology
Depositing User: Mrs. Neng Sury Sulaiman
Date Deposited: 16 Dec 2014 03:18
Last Modified: 23 Jan 2018 08:02
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