Journal of Engineering and Applied Sciences

Year: 2018
Volume: 13
Issue: 5
Page No. 1246 - 1252

Type 1 Error Rate Comparison Between Classical and Modified Box M-Statistic

Authors : Shamshuritawati Sharif, Nuraimi Ruslan and Tareq A.M. Atiany

References

Aelst, S.V. and G. Willems, 2005. Multivariatr regression s-estimators for robust estimation and inference. Stat. Sin., 15: 981-1001.
Direct Link  |  

Alfaro, J.L. and J.F. Ortega, 2009. A comparison of robust alternatives to Hotelling's T2 control chart. J. Applied Stat., 36: 1385-1396.
CrossRef  |  Direct Link  |  

Aslam, S. and D.M. Rocke, 2005. A robust testing procedure for the equality of covariance matrices. Comput. Stat. Data Anal., 49: 863-874.
CrossRef  |  Direct Link  |  

Box, G.E., 1949. A general distribution theory for a class of likelihood criteria. Biometrika, 36: 317-346.
CrossRef  |  Direct Link  |  

Campbell, N.A., H.P. Lopuhaa and P.J. Rousseeuw, 1995. On the calculation of a robust S-estimator of a covariance matrix. Statist. Med., 17: 2685-2695.
PubMed  |  Direct Link  |  

Chang, Y.S. and D.S. Bai, 2001. Control charts for positively‐skewed populations with weighted standard deviations. Qual. Reliab. Eng. Intl., 17: 397-406.
CrossRef  |  Direct Link  |  

Croux, C., P.J. Rousseeuw and O. Hossjer, 1994. Generalized S-estimators. J. Am. Statist. Assoc., 89: 1271-1281.
Direct Link  |  

Daniel, W.W., 1990. Applied Nonparametric Statistic. University of Michigan, Ann Arbor, Michigan, ISBN:9780534919764, Pages: 635.

Djauhari, A.M. and R.M. Salleh, 2011. Robust hotelling’s T2 control charting in spike production process. Proceedings of the 2011 International Seminar on the Application of Science and Mathematics (ISASM’11), November 1-3, 2011, Putra World Trade Centre, Kuala Lumpur, Malaysia, pp: 1-8.

Djauhari, M.A., 2007. A measure of multivariate data concentration. J. Appl. Prob. Stat., 2: 139-155.
Direct Link  |  

Eichholtz, P.M., 1996. Does international diversification work better for real estate than for stocks and bonds?. Financial Anal. J., 52: 56-62.
Direct Link  |  

Huber, P.J., 1964. Robust estimation of location parameter. Ann. Math. Statist., 35: 73-101.
Direct Link  |  

Jeng, J.C., 2010. Adaptive process monitoring using efficient recursive PCA and moving window PCA algorithms. J. Taiwan Inst. Chem. Eng., 41: 475-481.
Direct Link  |  

Kondo, Y., M. Salibian-Barrera and R. Zamar, 2012. A robust and sparse K-means clustering algorithm. Mach. Learn., 1: 1-20.
Direct Link  |  

Kupek, E., 2002. Bias and heteroscedastic memory error in self-reported health behavior: An investigation using covariance structure analysis. BMC. Med. Res. Method., 2: 1-14.
Direct Link  |  

Lee, S., 2006. The stability of the co-movements between real estate returns in the UK. J. Property Investment Finance, 24: 434-442.
Direct Link  |  

Lopuhaa, H.P., 1989. On the relation between S-estimators and M-estimators of multivariate location and covariance. Ann. Stat., 17: 1662-1683.
Direct Link  |  

Mardia, K.V., J.T. Kent and J.M. Bibby, 1979. Multivariate Analysis. Probability and Mathematical Statistics. Academic Press, London, ISBN-10: 0124712509, pp: 536.

Maronna, R.A., 1976. M-estimates of multivariate location and scatter. Ann. Stat., 4: 51-67.
Direct Link  |  

Maronna, R.A., R.D. Martin and V. Yohai, 2006. Robust Statistics: Theory and Methods. John Wiley & Sons, Hoboken, New Jersey, ISBN:9780470010921, Pages: 436.

Mili, L. and C.W. Coakley, 1996. Robust estimation in structured linear regression. Ann. Stat., 24: 2593-2607.
Direct Link  |  

Muthukrishnan, R. and J. Ravi, 2016. A robust regression scale of residual estimator: SSAC. Intl. J. Appl. Eng. Res., 11: 5086-5090.
Direct Link  |  

Onur, T.O.K.A. and M. Cetin, 2011. The comparing of s-estimator and m-estimators in linear regression. Gazi Univ. J. Sci., 24: 747-752.
Direct Link  |  

Roes, K.C. and D. Dorr, 1997. Implementing statistical process control in service processes. Int. J. Q. Sci., 2: 149-166.
Direct Link  |  

Rousseeuw, P. and V. Yohai, 1984. Robust Regression by Means of S-Estimators. In: Robust and Nonlinear Time Series Analysis, Franke, J., W. Hardle and D. Martin (Eds.). Springer, New York, USA., ISBN:978-0-387-96102-6, pp: 256-272.

Sakata, S. and H. White, 1998. High breakdown point conditional dispersion estimation with application to S and P 500 daily returns volatility. Econometrica, 66: 529-567.
CrossRef  |  Direct Link  |  

Salibian-Barrera, M. and V.J. Yohai, 2006. A fast algorithm for S-regression estimates. J. Comput. Graphical Stat., 15: 414-427.
Direct Link  |  

Sharif, S., 2013. A new statistic to the theory of correlation stability testing in finacial market. Ph.D Thesis, University of Technology, Johor Bahru, Malaysia.

Sharif, S., W.N.S.W. Yusoff, Z. Omar and S. Ismail, 2014. Computational efficiency of generalized variance and vector variance. Proceedings of the 2014 Conference on American Institute of Physics Vol. 1635, December 15, 2014, AIP, Maryland, USA., pp: 906-911.

Sirkia, S., S. Taskinen and H. Oja, 2007. Symmetrised M-estimators of multivariate scatter. J. Multivariate Anal., 98: 1611-1629.
Direct Link  |  

Tang, G.Y.N., 1998. The intertemporal stability of the covariance and correlation matrices of Hong Kong stock returns. Applied Financial Econ., 8: 359-365.
CrossRef  |  Direct Link  |  

Wilcox, R.R., 2005. Introduction to Robust Estimation and Hypothesis Testing. 2nd Edn., Elsevier, Amsterdam, Netherlands, ISBN:0-12-751542-9, Pages: 587.

Yahaya, S.S.S., H. Ali and Z. Omar, 2011. An alternative hotelling T2 control chart based on Minimum Vector Variance (MVV). Mod. Applied Sci., 5: 132-151.
CrossRef  |  Direct Link  |  

Yuan, K.H. and P.M. Bentler, 2001. Effect of outliers on estimators and tests in covariance structure analysis. Br. J. Math. Stat. Psychol., 54: 161-175.
CrossRef  |  PubMed  |  Direct Link  |  

Yusof, Z.M., N.H. Harun, S.S.S. Yahaya and S. Abdullah, 2013. Modified parametric bootstrap: A robust alternative to classical test. Proceeding of the World Conference on Integration of Knowledge (WCIK’13), November 25-26, 2013, Langkawi International College, Langkawi, Malaysia, ISBN:978-967-11768-2-5, pp: 1-7.

Yusoff, N.S. and M.A. Djauhari, 2012. A correlation network approach to analyze the influence of geothermal environment on porcelain insulator. Intl. J. Appl. Eng. Res., 7: 263-275.

Yusoff, N.S. and M.A. Djauhari, 2013. A statistical test for the stability of covariance structure. J. Technol., 63: 81-83.

Design and power by Medwell Web Development Team. © Medwell Publishing 2024 All Rights Reserved