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 (Unpublished)
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Abstract
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.
| Item Type: | Conference or Workshop Item (Lecture) |
|---|---|
| Uncontrolled Keywords: | Hotelling’s T2 statistic; M-estimator; Robust estimator; Outlier |
| Subjects: | H Social Sciences > H Social Sciences (General) T Technology > T Technology (General) |
| Faculty/Division: | Faculty of Engineering Technology |
| Depositing User: | Pn. Hazlinda Abd Rahman |
| Date Deposited: | 17 Dec 2019 01:25 |
| Last Modified: | 17 Dec 2019 01:25 |
| URI: | http://umpir.ump.edu.my/id/eprint/25388 |
| Download Statistic: | View Download Statistics |
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