Detection of multivariate normal outliers

DOI10.1214/aos/1176345884zbMath0497.62046OpenAlexW2031479792MaRDI QIDQ1170848

Barry H. Margolin, Steven J. Schwager

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345884

zbMATH Keywords

multivariate normal distributionmultivariate kurtosislocally best invariant testcritical regiondetection of outliersmean slippagemaximal invariant statistic

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35) Foundations and philosophical topics in statistics (62A01)

Related Items (19)

On detection of outliers in symmetric normal models ⋮ Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula ⋮ Quasi-Bayesian modelling of multivariate outliers ⋮ Finding an Unknown Number of Multivariate Outliers ⋮ Assessing multivariate normality: a compendium ⋮ Detection of outliers in the multivariate linear regression model ⋮ A multivariate Kolmogorov-Smirnov test of goodness of fit ⋮ Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions ⋮ Families of neighbour designs and their analysis ⋮ Properties of two tests for outliers in multivariate data ⋮ On Mardia’s kurtosis test for multivariate normality ⋮ Testing regression models for random effects outliers under elliptical symmetry ⋮ An empirical goodness-of-fit test for multivariate distributions ⋮ Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data ⋮ On robustness of the test for detection of multivariate outliers ⋮ Critical values for testing in multivariate statistical outliers ⋮ Outliers in multivariate regression models. ⋮ Some contributions to efficient statistics in structural models: Specification and estimation of moment structures ⋮ Invariant tests for multivariate normality: A critical review

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