A Hotelling test based on MCD

DOI10.1007/978-3-642-57489-4_12MaRDI QIDQ3298657zbMATH OpenOpenAlexFDO

Authors Gert Willems, Peter Rousseeuw, Stefan Van Aelst, Greet Pison

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_12

zbMATH Keywords

Hotellingrobustnessminimum covariance determinantone-sample hypothesis test

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15)

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Cites work

• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 40987 (Why is no real title available?)
• Asymptotics of reweighted estimators of multivariate location and scatter
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Least Median of Squares Regression
• Small sample corrections for LTS and MCD

Cited in

(2)

• A robust Hotelling test
• Hotelling's T2 when sampling from a contaminated normal model: robustness and outliers

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