@article{MAKHILLJEAS2018131016221,
    title = {A Modification of the Box M Statistics Using S Estimator},
    journal = {Journal of Engineering and Applied Sciences},
    volume = {13},
    number = {10},
    pages = {3534-3540},
    year = {2018},
    issn = {1816-949x},
    doi = {jeasci.2018.3534.3540},
    url = {https://makhillpublications.co/view-article.php?issn=1816-949x&doi=jeasci.2018.3534.3540},
    author = {Shamshuritawati,Nuraimi and},
    keywords = {Covariance matrix,S estimator,power of test,difference,covariance,matrices},
    abstract = {Box M statistic constructed under the multivariate normality distribution and is one of Llikelihood
Ratio Test (LRT). The performance of traditional Box M statistic by utilizing classical estimators suffers from
masking and swamping effects when there is outlier in data set. To ease the problem, robust estimators are
suggested. A robust Box M statistic based on a S estimator, M<sub>s</sub> suggested as the alternative to the classical 
Box M<sub>s</sub> statistic. From the simulation study, the performance comparison of classical and M statistics are 
measured using power of test. From the results, it displayed that M<sub>s</sub> has a competitive performance relative to 
the classical statistic. As a conclusion, M<sub>s</sub> can be used for testing the equality of two difference covariance 
matrices or more when the data contains outlier.}
    }