### Abstract

^{2}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 language | English |
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Title of host publication | Encyclopedia of Environmetrics, 2nd Edition |

Editors | W. Piegorsch, A. El Shaarawi |

Publisher | Wiley |

Pages | 910-915 |

Number of pages | 3510 |

ISBN (Print) | 9780470973882 |

Publication status | Published - 2012 |

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### Cite this

^{2}tests (robust versions of). In W. Piegorsch, & A. El Shaarawi (Eds.),

*Encyclopedia of Environmetrics, 2nd Edition*(pp. 910-915). Wiley.

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^{2}tests (robust versions of). in W Piegorsch & A El Shaarawi (eds),

*Encyclopedia of Environmetrics, 2nd Edition.*Wiley, pp. 910-915.

**Hotelling's T ^{2} tests (robust versions of).** / Hallin, M.; van Aelst, S.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-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 -

^{2}tests (robust versions of). In Piegorsch W, El Shaarawi A, editors, Encyclopedia of Environmetrics, 2nd Edition. Wiley. 2012. p. 910-915