Hotelling's T2 tests (robust versions of)

M. Hallin, S. van Aelst

    Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

    Abstract

    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.
    Original languageEnglish
    Title of host publicationEncyclopedia of Environmetrics, 2nd Edition
    EditorsW. Piegorsch, A. El Shaarawi
    PublisherWiley
    Pages910-915
    Number of pages3510
    ISBN (Print)9780470973882
    Publication statusPublished - 2012

    Fingerprint

    Hotelling's T2
    Robust Tests
    Moment
    Two-sample Problem
    Location Problem
    Valid
    Testing
    Alternatives

    Cite this

    Hallin, M., & van Aelst, S. (2012). Hotelling's T2 tests (robust versions of). In W. Piegorsch, & A. El Shaarawi (Eds.), Encyclopedia of Environmetrics, 2nd Edition (pp. 910-915). Wiley.
    Hallin, M. ; van Aelst, S. / Hotelling's T2 tests (robust versions of). Encyclopedia of Environmetrics, 2nd Edition. editor / W. Piegorsch ; A. El Shaarawi. Wiley, 2012. pp. 910-915
    @inbook{3ffc81f97c3f44f181d03462189405d3,
    title = "Hotelling's T2 tests (robust versions of)",
    abstract = "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.",
    author = "M. Hallin and {van Aelst}, S.",
    note = "Pagination: 3510",
    year = "2012",
    language = "English",
    isbn = "9780470973882",
    pages = "910--915",
    editor = "W. Piegorsch and {El Shaarawi}, A.",
    booktitle = "Encyclopedia of Environmetrics, 2nd Edition",
    publisher = "Wiley",

    }

    Hallin, M & van Aelst, S 2012, Hotelling's T2 tests (robust versions of). in W Piegorsch & A El Shaarawi (eds), Encyclopedia of Environmetrics, 2nd Edition. Wiley, pp. 910-915.

    Hotelling's T2 tests (robust versions of). / Hallin, M.; van Aelst, S.

    Encyclopedia of Environmetrics, 2nd Edition. ed. / W. Piegorsch; A. El Shaarawi. Wiley, 2012. p. 910-915.

    Research output: Chapter in Book/Report/Conference proceedingChapterScientificpeer-review

    TY - CHAP

    T1 - Hotelling's T2 tests (robust versions of)

    AU - Hallin, M.

    AU - van Aelst, S.

    N1 - Pagination: 3510

    PY - 2012

    Y1 - 2012

    N2 - 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.

    AB - 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.

    M3 - Chapter

    SN - 9780470973882

    SP - 910

    EP - 915

    BT - Encyclopedia of Environmetrics, 2nd Edition

    A2 - Piegorsch, W.

    A2 - El Shaarawi, A.

    PB - Wiley

    ER -

    Hallin M, van Aelst S. Hotelling's T2 tests (robust versions of). In Piegorsch W, El Shaarawi A, editors, Encyclopedia of Environmetrics, 2nd Edition. Wiley. 2012. p. 910-915