Detection of multivariate outliers with dispersion slippage in elliptically symmetric distributions

DOI10.1214/AOS/1176350183MaRDI QIDQ1107236zbMATH OpenOpenAlexFDO

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

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)

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(12)

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• Optimality robustness of tests in two population problems
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• Multivariate cumulants in outlier detection for financial data analysis
• scientific article; zbMATH DE number 147765 (Why is no real title available?)
• Testing for multisource contamination in location / scale families
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• Testing regression models for random effects outliers under elliptical symmetry
• Properties of two tests for outliers in multivariate data
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• On robustness of the test for detection of multivariate outliers
• Families of neighbour designs and their analysis

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