On detection of outliers in symmetric normal models
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Publication:3978730
DOI10.1080/03610929008830322zbMath0744.62086MaRDI QIDQ3978730
Publication date: 25 June 1992
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929008830322
multivariate normal; locally best invariant test; elliptically symmetric distributions; robustness property; detection of mean slippage type outliers; equicorrelated distributions; locally optimal test statistic; Mardia's multivariate kurtosis
62H15: Hypothesis testing in multivariate analysis
62A01: Foundations and philosophical topics in statistics
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