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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Bibliographic Details
Main Authors: Mohd Aizat Ahlam, Mohamad Mokhtar, Wan Nur Syahidah, Wan Yusoff, Chuan, Zun Liang
Format: Conference or Workshop Item
Language:English
Published: IOP Publishing 2021
Subjects:
Online Access: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
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Institution: Universiti Malaysia Pahang
Language: English

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