Highlights• A revisit to the diagonalized and regularized Hotelling's 2 tests. • Notions of data depth for trimming of mean vectors and covariance matrices. • Comparison of diagonalized and regularized Hotelling's 2 tests with the usual Hotelling's 2 test.• Limitations of diagonalized and regularized Hotelling's 2 tests in high dimension.• Proposal of robust versions of diagonalized and regularized Hotelling's 2 tests in high dimension.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.