Detection of multivariate outliers with dispersion slippage in elliptically symmetric distributions

DOI10.1214/AOS/1176350183zbMATH Open0652.62047OpenAlexW2054590520MaRDI QIDQ1107236FDOQ1107236

Authors: Rita Das, Bimal Kumar Sinha 

Publication date: 1986

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350183

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zbMATH Keywords

detection of outliersMardia's multivariate kurtosis statisticmultivariate elliptically symmetric casedispersion slippagelocally optimum testvariance slippage

Mathematics Subject Classification ID

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

Cited In (12)

• Outlier detection under star-contoured errors
• Optimality robustness of tests in two population problems
• On detection of outliers in symmetric normal models
• Multivariate cumulants in outlier detection for financial data analysis
• Title not available (Why is that?)
• Testing for multisource contamination in location / scale families
• Detection of multivariate outliers in elliptically symmetric distributions
• Testing regression models for random effects outliers under elliptical symmetry
• Properties of two tests for outliers in multivariate data
• 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
• Families of neighbour designs and their analysis

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