Robust high dimensional M-test using regularized geometric median covariance

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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...

書目詳細資料
主要作者:	Kehinde, Alo Olusegun
格式:	Thesis
語言:	英语
出版:	2018
主題:	QA Mathematics
在線閱讀:	https://etd.uum.edu.my/8528/1/s96163_01.pdf

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