Precision Index in the Multivariate Context |
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Authors: | Miroslav Šiman |
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Affiliation: | Institute of Information Theory and Automation of the ASCR , Prague , Czech Republic |
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Abstract: | General multivariate quantiles are employed to extend the classic univariate process precision index to the multivariate context under very mild conditions. Using halfspace depth regions for this purpose is especially recommended because it leads to both computational simplicity and natural generalizations to the tool-wear setup thanks to some recent advances in multiple-output and projectional quantile regression. A few examples are included to illustrate how the methodology might work in practice. |
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Keywords: | Data depth Multivariate quantile Precision index Process capability index Regression quantile |
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