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: | Mohd Aizat Ahlam, Mohamad Mokhtar, Nur Syahidah, Yusoff, Chuan, Zun Liang |
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Format: | Conference or Workshop Item |
Language: | English English |
Published: |
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 |
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