Robust high dimensional M-test using regularized geometric median covariance

अन्य संस्करण दिखाएं (1)

The original M-test used for testing equality of several independent samples covariance matrices is developed based on likelihood ratio test under assumption of multivariate normality distribution, is sensitive to presence of outliers in the data. The test is fast achieving significant distinction i...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक:	Kehinde, Alo Olusegun
स्वरूप:	थीसिस
भाषा:	अंग्रेज़ी
प्रकाशित:	2018
विषय:	QA Mathematics
ऑनलाइन पहुंच:	https://etd.uum.edu.my/8528/1/s96163_01.pdf

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