Hotelling's T2 tests (robust versions of)

M. Hallin, S. van Aelst

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


    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
    Number of pages3510
    ISBN (Print)9780470973882
    Publication statusPublished - 2012


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