A Hotelling test based on MCD

DOI10.1007/978-3-642-57489-4_12zbMATH Open1439.62044OpenAlexW155868489MaRDI QIDQ3298657FDOQ3298657

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

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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)

Cites Work

• Title not available (Why is that?)
• Asymptotics of reweighted estimators of multivariate location and scatter
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Least Median of Squares Regression
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Small sample corrections for LTS and MCD
• Title not available (Why is that?)

Cited In (2)

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

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