A Hotelling Test Based on MCD

DOI10.1007/978-3-642-57489-4_12zbMath1439.62044OpenAlexW155868489MaRDI QIDQ3298657

Gert Willems, Stefan Van Aelst, Peter J. Rousseeuw, 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)

Cites Work

• Unnamed Item
• Unnamed Item
• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Small sample corrections for LTS and MCD
• 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