@inproceedings{8d358689d6084869bface87fce97438e,
title = "Measure-Transformed Two-Sample Hotelling Test",
abstract = "In this paper, a new robust extension of the two-sample Hotelling test (HT) is developed. The proposed extension, called measure-transformed HT (MT-HT), operates by applying a transform to the probability measures of some reshaped versions of the two compared data sets. The considered measure transformation is structured by a non-negative data-weighting function, called MT-function. We show that proper selection of the involved MT-functions can lead to significant enhancement of the decision performance in the presence of heavy-tailed data. Simulation study illustrates the advantages of the proposed test compared to the two-sample HT and other robust extensions.",
keywords = "Detection theory, homogeneity testing, probability measure transform, robust statistics",
author = "Yoni Eder and Koby Todros",
note = "Publisher Copyright: {\textcopyright} 2019 IEEE.; 8th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2019 ; Conference date: 15-12-2019 Through 18-12-2019",
year = "2019",
month = dec,
day = "1",
doi = "10.1109/CAMSAP45676.2019.9022647",
language = "English",
series = "2019 IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2019 - Proceedings",
publisher = "Institute of Electrical and Electronics Engineers",
pages = "256--260",
booktitle = "2019 IEEE 8th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing, CAMSAP 2019 - Proceedings",
address = "United States",
}