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稳健且高效的单因素多元方差分析检验AI 解读

We propose robust tests as alternatives to the classical Wilks’ Lambda test in one-way MANOVA. The robust tests use highly robust and efficient multisample multivariate S-estimators or MM-estimators instead of the empirical covariances. The properties of several robust test statistics are compared. Under the null hypothesis, the distribution of the test statistics is proportional to a chi-square distribution. As an alternative to the asymptotic distribution, we develop a…

基于多元 MM 估计及快速稳健自助法的主成分分析AI 解读

We consider robust principal components analysis (PCA) based on multivariate MM estimators. We first study the robustness and efficiency of these estimators, particularly in terms of eigenvalues and eigenvectors. We then focus on inference procedures based on a fast and robust bootstrap for MM estimators. This method is an alternative to the approach based on the asymptotic distribution of the estimators and can also be used to assess the stability of the principal…