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 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 thi...

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Main Authors:	Mohd Aizat Ahlam, Mohamad Mokhtar, Nur Syahidah, Yusoff, Chuan, Zun Liang
Format:	Conference or Workshop Item
Language:	English English
Published:	Universiti Malaysia Pahang 2019
Subjects:	H Social Sciences (General) T Technology (General)
Online Access:	http://umpir.ump.edu.my/id/eprint/25388/ http://umpir.ump.edu.my/id/eprint/25388/1/1.%20Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20m-estimator.pdf http://umpir.ump.edu.my/id/eprint/25388/2/1.1%20Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20m-estimator.pdf

id	ump-25388
recordtype	eprints
spelling	ump-253882019-12-17T01:25:26Z http://umpir.ump.edu.my/id/eprint/25388/ Robust hotelling’s T2 statistic based on M-estimator Mohd Aizat Ahlam, Mohamad Mokhtar Nur Syahidah, Yusoff Chuan, Zun Liang H Social Sciences (General) T Technology (General) 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. Universiti Malaysia Pahang 2019 Conference or Workshop Item PeerReviewed pdf en http://umpir.ump.edu.my/id/eprint/25388/1/1.%20Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20m-estimator.pdf pdf en http://umpir.ump.edu.my/id/eprint/25388/2/1.1%20Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20m-estimator.pdf 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)
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Malaysia Pahang
building	UMP Institutional Repository
collection	Online Access
language	English English
topic	H Social Sciences (General) T Technology (General)
spellingShingle	H Social Sciences (General) T Technology (General) Mohd Aizat Ahlam, Mohamad Mokhtar Nur Syahidah, Yusoff Chuan, Zun Liang Robust hotelling’s T2 statistic based on M-estimator
description	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.
format	Conference or Workshop Item
author	Mohd Aizat Ahlam, Mohamad Mokhtar Nur Syahidah, Yusoff Chuan, Zun Liang
author_facet	Mohd Aizat Ahlam, Mohamad Mokhtar Nur Syahidah, Yusoff Chuan, Zun Liang
author_sort	Mohd Aizat Ahlam, Mohamad Mokhtar
title	Robust hotelling’s T2 statistic based on M-estimator
title_short	Robust hotelling’s T2 statistic based on M-estimator
title_full	Robust hotelling’s T2 statistic based on M-estimator
title_fullStr	Robust hotelling’s T2 statistic based on M-estimator
title_full_unstemmed	Robust hotelling’s T2 statistic based on M-estimator
title_sort	robust hotelling’s t2 statistic based on m-estimator
publisher	Universiti Malaysia Pahang
publishDate	2019
url	http://umpir.ump.edu.my/id/eprint/25388/ http://umpir.ump.edu.my/id/eprint/25388/1/1.%20Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20m-estimator.pdf http://umpir.ump.edu.my/id/eprint/25388/2/1.1%20Robust%20hotelling%E2%80%99s%20T2%20statistic%20based%20on%20m-estimator.pdf
first_indexed	2023-09-18T22:38:57Z
last_indexed	2023-09-18T22:38:57Z
_version_	1777416785425858560

Robust hotelling’s T2 statistic based on M-estimator

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