Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions (Q1118938)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions |
scientific article |
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Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions (English)
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1988
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This paper is concerned with two kinds of multiple outlier problems in multivariate regression. One is a multiple location-slippage problem and the other is a multiple scale-inflation problem. A multidecision rule is proposed. Its optimality is shown for the first problem in a class of left orthogonally invariant distributions and is also shown for the second problem in a class of elliptically contoured distributions. Thus the decision rule is robust against departures from normality. Further the null robustness of the decision statistic on which the rule is based is pointed out in each problem.
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maximal invariant
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Wijsman's representation theorem
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UBIS decision rule
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robustness
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multiple outlier problems
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multivariate regression
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multiple location-slippage problem
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multiple scale-inflation problem
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multidecision rule
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optimality
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left orthogonally invariant distributions
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elliptically contoured distributions
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departures from normality
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null robustness
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