Robust high dimensional M-test using regularized geometric median covariance

عرض إصدارات أخرى (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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	Kehinde, Alo Olusegun
التنسيق:	أطروحة
اللغة:	الإنجليزية
منشور في:	2018
الموضوعات:	QA Mathematics
الوصول للمادة أونلاين:	https://etd.uum.edu.my/8528/1/s96163_01.pdf

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