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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| Format: | Conference or Workshop Item |
| Language: | English English |
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Universiti Malaysia Pahang
2019
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| Subjects: | |
| Online Access: | 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 |
| _version_ | 1796993457599807488 |
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| author | Mohd Aizat Ahlam, Mohamad Mokhtar Nur Syahidah, Yusoff Chuan, Zun Liang |
| author_facet | Mohd Aizat Ahlam, Mohamad Mokhtar Nur Syahidah, Yusoff Chuan, Zun Liang |
| author_sort | Mohd Aizat Ahlam, Mohamad Mokhtar |
| collection | UMP |
| description | 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 this limitation, we modify the classical Hotelling’s T2 statistic by substituting covariance matrix with a robust estimator, i.e., M-estimator. The performance of robust Hotelling’s T2 statistic will be compared with the classical Hotelling’s T2 statistic and will be discussed in this paper to illustrate the advantage of robust Hotelling’s T2 statistic towards outliers. |
| first_indexed | 2024-03-06T12:34:16Z |
| format | Conference or Workshop Item |
| id | UMPir25388 |
| institution | Universiti Malaysia Pahang |
| language | English English |
| last_indexed | 2024-03-06T12:34:16Z |
| publishDate | 2019 |
| publisher | Universiti Malaysia Pahang |
| record_format | dspace |
| spelling | UMPir253882019-12-17T01:25:26Z http://umpir.ump.edu.my/id/eprint/25388/ Robust hotelling’s T2 statistic based on M-estimator Mohd Aizat Ahlam, Mohamad Mokhtar Nur Syahidah, Yusoff Chuan, Zun Liang H Social Sciences (General) T Technology (General) 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 this limitation, we modify the classical Hotelling’s T2 statistic by substituting covariance matrix with a robust estimator, i.e., M-estimator. The performance of robust Hotelling’s T2 statistic will be compared with the classical Hotelling’s T2 statistic and will be discussed in this paper to illustrate the advantage of robust Hotelling’s T2 statistic towards outliers. Universiti Malaysia Pahang 2019 Conference or Workshop Item PeerReviewed pdf en http://umpir.ump.edu.my/id/eprint/25388/1/1.%20Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20m-estimator.pdf pdf en http://umpir.ump.edu.my/id/eprint/25388/2/1.1%20Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20m-estimator.pdf Mohd Aizat Ahlam, Mohamad Mokhtar and Nur Syahidah, Yusoff and Chuan, Zun Liang (2019) Robust hotelling’s T2 statistic based on M-estimator. In: 2nd International Conference on Applied & Industrial Mathematics and Statistics (ICOAIMS 2019) , 23-25 July 2019 , Kuantan, Pahang. pp. 1-6.. (Unpublished) |
| spellingShingle | H Social Sciences (General) T Technology (General) Mohd Aizat Ahlam, Mohamad Mokhtar Nur Syahidah, 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 | H Social Sciences (General) T Technology (General) |
| url | 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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