Hotelling's T2 tests (robust versions of)

M. Hallin; S. van Aelst

Hotelling's T² tests (robust versions of)

M. Hallin, S. van Aelst

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

Cite this

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Hotelling's T2 tests (robust versions of)

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Hotelling's T² tests (robust versions of)