Critical values for testing in multivariate statistical outliers

DOI10.1080/00949658808811097MaRDI QIDQ3357371zbMATH OpenOpenAlexFDO

Authors

Publication date 1988

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658808811097

zbMATH Keywords

ApproximationsCritical valuesoutliersWilks' statistics

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Hypothesis testing in multivariate analysis (62H15)

Recommendations

• Sequential Application of Wilks's Multivariate Outlier Test
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• Wilks' outlier test in more than one multivariate sample
• The Identification of Multiple Outliers
• On robustness of the test for detection of multivariate outliers

Cites work

• A fast procedure for generating normal random variables
• Detection of multivariate normal outliers
• Generalization of the Gap Test for the Detection of Multivariate Outliers
• scientific article; zbMATH DE number 3684698 (Why is no real title available?)
• scientific article; zbMATH DE number 3752089 (Why is no real title available?)
• scientific article; zbMATH DE number 3626442 (Why is no real title available?)
• scientific article; zbMATH DE number 3277086 (Why is no real title available?)
• Improvements on fast methods for generating normal random variables
• Measures of multivariate skewness and kurtosis with applications
• On Testing for Two Outliers or One Outlier in Two-Way Tables
• Significance tests based on residuals
• Testing for Three or Fewer Outliers in Two-Way Tables
• The Detection of Errors in Multivariate Data Using Principal Components

Cited in

(9)

• Quasi-Bayesian modelling of multivariate outliers
• Critical values of Mandel's \(h\) and \(k\), the Grubbs and the Cochran test statistic
• A review of robust regression and diagnostic procedures in linear regression
• One-sided and two-sided critical values for Dixon's outlier test for sample sizes up to n = 30
• Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
• Monitoring Variation in a Multivariate Process When the Dimension is Large Relative to the Sample Size
• Wilks' outlier test in more than one multivariate sample
• Sequential Application of Wilks's Multivariate Outlier Test
• A test for detecting the outlying observations in a multivariate normal family

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