Robust hotelling's T2 statistic based on M-estimator

• Main Authors: Mohd Aizat Ahlam, Mohamad Mokhtar, Wan Nur Syahidah, Wan Yusoff, Chuan, Zun Liang
• 格式: Conference or Workshop Item
• 语言: English
• 出版: IOP Publishing 2021
• 主题: QA Mathematics
• 在线阅读: http://umpir.ump.edu.my/id/eprint/32784/1/Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20M-estimator.pdf; http://umpir.ump.edu.my/id/eprint/32784/; https://doi.org/10.1088/1742-6596/1988/1/012116

Hotelling’s T2 statistic is the multivariate generalization of the student’s t statistic. Hotelling’s T2 statistic 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 this...