Robust Hotelling’s T2 statistic based on M-estimator
نویسندگان
چکیده
Hotelling's T2 statistic is the multivariate generalization of student's t-statistic. statistics a method for testing hypotheses about multidimensional means. However, classical very sensitive to presence outliers. In order overcome this limitation, modification needed so that robust. paper, has been modified by substituting mean vector and covariance matrix with robust estimator. M-estimator used modification. The performance compared discussed in paper illustrate advantage towards better than when number sample, n dimension, p small.
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ژورنال
عنوان ژورنال: Journal of physics
سال: 2021
ISSN: ['0022-3700', '1747-3721', '0368-3508', '1747-3713']
DOI: https://doi.org/10.1088/1742-6596/1988/1/012116