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

critical regiondetection of outlierslocally best invariant testmaximal invariant statisticmean slippagemultivariate kurtosismultivariate normal distribution

Mathematics Subject Classification ID

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

Cited in

(20)

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

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