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 u...

Robustizing Robust M-Estimation Using Deterministic Annealing S. Z. Li School of Electrical and Electronic Engineering Nanyang Technological University Singapore 639798 [email protected] ABSTRACT This paper presents a modi ed robust M-estimator referred to as annealing M-estimator (AM-estimator) to avoid problems with M-estimator. The AM-estimator combines the annealing technique into the...

M-estimators can be seen as a special case of robust clustering algorithms. In this paper, we present the reversed direction and show that clustering algorithms can be constructed by using M-estimators. A clever normalization is used to link the values of several M-estimator prototypes together in one clustering algorithm. A variety of M-estimators and several normalization strategies are used ...

In this paper, we propose an alternative proof for the uniqueness of Maronna’s M -estimator of scatter [1] for N vector observations y1, . . . ,yN ∈ R under a mild constraint of linear independence of any subset of m of these vectors. This entails in particular almost sure uniqueness for random vectors yi with a density as long as N > m. This approach allows to establish further relations that ...