Detection of multivariate normal outliers

DOI10.1214/AOS/1176345884MaRDI QIDQ1170848zbMATH OpenOpenAlexFDO

Authors Steven J. Schwager, Barry H. Margolin

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

Cited in

(20)

• Invariant tests for multivariate normality: A critical review
• Outliers in multivariate regression models.
• Detection of outliers in the multivariate linear regression model
• On detection of outliers in symmetric normal models
• Finding an unknown number of multivariate outliers
• Assessing multivariate normality: a compendium
• Outlier detection of multivariate data via the maximization of the cumulant generating function
• Parameter estimation of bivariate distributions in presence of outliers: an application to FGM copula
• Critical values for testing in multivariate statistical outliers
• Some contributions to efficient statistics in structural models: Specification and estimation of moment structures
• Testing regression models for random effects outliers under elliptical symmetry
• Properties of two tests for outliers in multivariate data
• 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
• On robustness of the test for detection of multivariate outliers
• On Mardia’s kurtosis test for multivariate normality
• Quasi-Bayesian modelling of multivariate outliers
• Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data
• An empirical goodness-of-fit test for multivariate distributions
• Families of neighbour designs and their analysis

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