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 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...
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| Format: | Conference or Workshop Item |
| Language: | English |
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IOP Publishing
2021
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| Online Access: | http://umpir.ump.edu.my/id/eprint/32784/ http://umpir.ump.edu.my/id/eprint/32784/1/Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20M-estimator.pdf |
| _version_ | 1848824109509640192 |
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| author | Mohd Aizat Ahlam, Mohamad Mokhtar Wan Nur Syahidah, Wan Yusoff Chuan, Zun Liang |
| author_facet | Mohd Aizat Ahlam, Mohamad Mokhtar Wan Nur Syahidah, Wan Yusoff Chuan, Zun Liang |
| author_sort | Mohd Aizat Ahlam, Mohamad Mokhtar |
| building | UMP Institutional Repository |
| collection | Online Access |
| description | 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 limitation, a modification is needed so that Hotelling’s T2 is robust. In this paper, classical Hotelling’s T2 statistic has been modified by substituting mean vector and covariance matrix with a robust estimator. M-estimator has been used for this modification. The performance of modified Hotelling’s T2 statistic has been compared with the classical Hotelling’s T 2 statistic and discussed in this paper to illustrate the advantage of modified Hotelling’s T2 statistic towards outliers. The performance of modified Hotelling’s T 2 statistic is better than classical Hotelling’s T2 when number of sample, n and dimension, p is small. |
| first_indexed | 2025-11-15T03:07:48Z |
| format | Conference or Workshop Item |
| id | ump-32784 |
| institution | Universiti Malaysia Pahang |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T03:07:48Z |
| publishDate | 2021 |
| publisher | IOP Publishing |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | ump-327842022-03-22T02:55:54Z http://umpir.ump.edu.my/id/eprint/32784/ Robust hotelling's T2 statistic based on M-estimator Mohd Aizat Ahlam, Mohamad Mokhtar Wan Nur Syahidah, Wan Yusoff Chuan, Zun Liang QA Mathematics 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 limitation, a modification is needed so that Hotelling’s T2 is robust. In this paper, classical Hotelling’s T2 statistic has been modified by substituting mean vector and covariance matrix with a robust estimator. M-estimator has been used for this modification. The performance of modified Hotelling’s T2 statistic has been compared with the classical Hotelling’s T 2 statistic and discussed in this paper to illustrate the advantage of modified Hotelling’s T2 statistic towards outliers. The performance of modified Hotelling’s T 2 statistic is better than classical Hotelling’s T2 when number of sample, n and dimension, p is small. IOP Publishing 2021 Conference or Workshop Item PeerReviewed pdf en cc_by http://umpir.ump.edu.my/id/eprint/32784/1/Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20M-estimator.pdf Mohd Aizat Ahlam, Mohamad Mokhtar and Wan Nur Syahidah, Wan Yusoff and Chuan, Zun Liang (2021) Robust hotelling's T2 statistic based on M-estimator. In: Journal of Physics: Conference Series; 28th Simposium Kebangsaan Sains Matematik, SKSM 2021 , 28 - 29 July 2021 , Kuantan, Virtual. pp. 1-8., 1988 (1). ISSN 1742-6588 (print); 1742-6596 (online) (Published) https://doi.org/10.1088/1742-6596/1988/1/012116 |
| spellingShingle | QA Mathematics Mohd Aizat Ahlam, Mohamad Mokhtar Wan Nur Syahidah, Wan Yusoff Chuan, Zun Liang Robust hotelling's T2 statistic based on M-estimator |
| title | Robust hotelling's T2 statistic based on M-estimator |
| title_full | Robust hotelling's T2 statistic based on M-estimator |
| title_fullStr | Robust hotelling's T2 statistic based on M-estimator |
| title_full_unstemmed | Robust hotelling's T2 statistic based on M-estimator |
| title_short | Robust hotelling's T2 statistic based on M-estimator |
| title_sort | robust hotelling's t2 statistic based on m-estimator |
| topic | QA Mathematics |
| url | http://umpir.ump.edu.my/id/eprint/32784/ http://umpir.ump.edu.my/id/eprint/32784/ http://umpir.ump.edu.my/id/eprint/32784/1/Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20M-estimator.pdf |