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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/25388/1/1.%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
http://umpir.ump.edu.my/id/eprint/25388/
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spelling my.ump.umpir.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)
institution Universiti Malaysia Pahang
building UMP Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaysia Pahang
content_source UMP Institutional Repository
url_provider http://umpir.ump.edu.my/
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/25388/1/1.%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
http://umpir.ump.edu.my/id/eprint/25388/
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score 13.211869

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