Hotelling's T2 tests are the classical testing procedure for one- and two-sample location problems under Gaussian assumptions. Although asymptotically valid under non-Gaussian distributions with finite second-order moments, they are highly nonrobust. Robust and rank-based alternatives, resisting violations of the finite second-order moment assumption, are described.
|Title of host publication||Encyclopedia of Environmetrics, 2nd Edition|
|Editors||W. Piegorsch, A. El Shaarawi|
|Number of pages||3510|
|Publication status||Published - 2012|