Robust hotelling’s T2 statistic based on M-estimator

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...

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Bibliographic Details
Main Authors: Mohd Aizat Ahlam, Mohamad Mokhtar, Nur Syahidah, Yusoff, Chuan, Zun Liang
Format: Conference or Workshop Item
Language:English
English
Published: Universiti Malaysia Pahang 2019
Subjects:
H Social Sciences (General)
T Technology (General)
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

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