Robust hotelling’s T2 statistic based on M-estimator
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...
| Main Authors: | , , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English English |
| Published: |
Universiti Malaysia Pahang
2019
|
| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/25388/ 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 |