Multivariate outlier tests with structured co variance matrices

DOI10.1080/00949659108811327MaRDI QIDQ3135438zbMATH OpenOpenAlexFDO

Authors

Publication date 11 October 1993

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

Full work available at URL https://doi.org/10.1080/00949659108811327

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15)

Cited in

(2)

• Wilks' outlier test in more than one multivariate sample
• Outlier detection by robust principal components analysis

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