Robust hotelling’s T2 statistic based on M-estimator

• Main Authors: Mohd Aizat Ahlam, Mohamad Mokhtar, Nur Syahidah, Yusoff, Chuan, Zun Liang
• 格式: Conference or Workshop Item
• 语言: English; English
• 出版: Universiti Malaysia Pahang 2019
• 主题: H Social Sciences (General); T Technology (General)
• 在线阅读: http://umpir.ump.edu.my/id/eprint/25388/1/1.%20Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20m-estimator.pdf; http://umpir.ump.edu.my/id/eprint/25388/2/1.1%20Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20m-estimator.pdf; http://umpir.ump.edu.my/id/eprint/25388/

Hotelling’s T2 statistic is the multivariate generalization of the student’s t-statistic. Hotelling’s T2 statistics is a method for testing hypotheses about multidimensional means. However, the classical Hotelling’s T2 statistic is very sensitive to the presence of outliers. In order to overcome thi...