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A Robust Test for Location Parameters in Multivariate Data

A Robust Test for Location Parameters in Multivariate Data

๋ณธ ๋…ผ๋ฌธ์—์„œ๋Š” ๋‹ค๋ณ€๋Ÿ‰ ์ž๋ฃŒ์˜ ์œ„์น˜๋ชจ์ˆ˜์— ๋Œ€ํ•œ ๋กœ๋ฒ„์ŠคํŠธ ๊ฒ€์ • ๋ฐฉ๋ฒ•์œผ๋กœ ์œ ์‚ฌ๋“ฑ๋ณ€์„ฑ๊ณผ ๊ณ ๋ถ•๊ดด์„ฑ์„ ๋งŒ์กฑํ•˜๋Š” MVE์™€ MCD ์ถ”์ •๋Ÿ‰์— ๊ทผ๊ฑฐํ•œ ๋กœ๋ฒ„์ŠคํŠธ ๊ฒ€์ •๋ฐฉ๋ฒ•์„ ์ œ์•ˆํ•˜์˜€๋‹ค. ์ผ๋ฐ˜์ ์œผ๋กœ ์ด๋“ค ์ถ”์ •๋ฐฉ๋ฒ•์€ ๋‚ฎ์€ ํšจ์œจ์„ฑ์œผ๋กœ ์ธํ•˜์—ฌ ํ†ต๊ณ„์  ์ถ”๋ก ๋ณด๋‹ค๋Š” ์ž ์žฌ์  ์ด์ƒ์น˜์˜ ๋ฐœ๊ฒฌ๊ณผ ๊ฐ™์€ ํƒ์ƒ‰์ ๋ถ„์„์—์„œ ์‚ฌ์šฉ๋œ๋‹ค. ์šฐ๋ฆฌ๋Š” ๊ฒ€์ •๋ ฅ์„ ๋†’์ด๊ธฐ ์œ„ํ•˜์—ฌ MVE์™€ MCD ์ถ”์ •๋Ÿ‰์— ๊ทผ๊ฑฐํ•œ ์ผ๋‹จ๊ณ„ ์žฌ๊ฐ€์ค‘์ ˆ์ฐจ๋ฅผ ์‚ฌ์šฉํ–ˆ๋Š”๋ฐ, ๊ฐ€์ค‘์น˜ ์„ ์ •๊ณผ ๊ด€๋ จ๋œ ์ž„๊ณ„๊ฐ’์„ ์กฐ์ ˆํ•จ์œผ๋กœ์จ ํ˜„์‹ค์ ์œผ๋กœ โ€ฆ