UMP Institutional Repository

Robust hotelling’s T2 statistic based on M-estimator

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 (Unpublished)

[img] Pdf
1. Robust hotelling’s T2 statistic based on m-estimator.pdf
Restricted to Repository staff only

Download (246kB) | Request a copy
[img]
Preview
Pdf
1.1 Robust hotelling’s T2 statistic based on m-estimator.pdf

Download (91kB) | Preview

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

Actions (login required)

View Item View Item