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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Main Authors: | , , |
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Format: | Conference or Workshop Item |
Language: | English |
Published: |
IOP Publishing
2021
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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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