A robust Hotelling test

DOI10.1007/S001840200192MaRDI QIDQ811787zbMATH OpenOpenAlexFDO

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

Publication date 2002

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001840200192

zbMATH Keywords

multiparameter hypothesis testingmultivariate hypothesis testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(20)

• Hotelling's \(T^2\) in separable Hilbert spaces
• Robust modified classical spherical tests in the presence of outliers
• Robust concentration graph model selection
• A Hotelling test based on MCD
• Group Hotelling's \({T^2}\) test for comparing multiple endpoints
• A class of robust stepwise alternatives to Hotelling's T 2 tests
• Bootstrapping analogs of the two-sample Hotelling's \(T^2\) test
• Hotelling's T2 when sampling from a contaminated normal model: robustness and outliers
• Proposition of new alternative tests adapted to the traditional T² test
• A comparison of robust alternatives to Hotelling's \(T^2\) control chart
• On the statistical efficiency of robust estimators of multivariate location
• On new robust tests for the multivariate normal mean vector with high-dimensional data and applications
• A robust Hotelling test statistic for one sample case in high dimensional data
• Enhancing multivariate control charts for individual observations using ROC estimates
• Minimum covariance determinant and extensions
• Hotelling \(T^2\) test in high dimensions with application to Wilks outlier method
• Bivariate robust control charts for individual observations
• A robust test approach for equality of mean vectors of two independent groups under the multivariate Behrens-Fisher problem
• High-breakdown robust multivariate methods
• Robust statistic for the one-way MANOVA

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