Pages that link to "Item:Q1170848"
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The following pages link to Detection of multivariate normal outliers (Q1170848):
Displaying 19 items.
- Some contributions to efficient statistics in structural models: Specification and estimation of moment structures (Q789863) (← links)
- Testing regression models for random effects outliers under elliptical symmetry (Q900016) (← links)
- Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions (Q1118938) (← links)
- Outliers in multivariate regression models. (Q1264519) (← links)
- Quasi-Bayesian modelling of multivariate outliers (Q1361573) (← links)
- A multivariate Kolmogorov-Smirnov test of goodness of fit (Q1373970) (← links)
- Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula (Q1643830) (← links)
- Invariant tests for multivariate normality: A critical review (Q1856569) (← links)
- Finding an Unknown Number of Multivariate Outliers (Q2920276) (← links)
- Critical values for testing in multivariate statistical outliers (Q3357371) (← links)
- Detection of outliers in the multivariate linear regression model (Q3474055) (← links)
- Assessing multivariate normality: a compendium (Q3740052) (← links)
- On detection of outliers in symmetric normal models (Q3978730) (← links)
- Families of neighbour designs and their analysis (Q4019256) (← links)
- Properties of two tests for outliers in multivariate data (Q4019281) (← links)
- Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data (Q4353749) (← links)
- On Mardia’s kurtosis test for multivariate normality (Q4843781) (← links)
- An empirical goodness-of-fit test for multivariate distributions (Q5128999) (← links)
- On robustness of the test for detection of multivariate outliers (Q5435311) (← links)
