On distribution of Grubbs' statistics in case of normal sample with outlier

DOI10.3103/S1066369X17040107MaRDI QIDQ2399445zbMATH OpenOpenAlexFDO

Authors L. K. Shiryaeva

Publication date 23 August 2017

Published in Russian Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1066369x17040107

zbMATH Keywords

asymptotic decompositionsjoint distribution functionmarginal distribution functionsnormal distributionnormal sampleone-sided Grubbs' statisticsoutlierpower functions for Grubbs' criteriastandardized minimum and maximum

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Sampling theory, sample surveys (62D05)

Recommendations

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Cites work

• Analysis of Extreme Values
• Calculation of measures of power of the Grubbs criterion for a test for an outlier
• scientific article; zbMATH DE number 4041020 (Why is no real title available?)
• scientific article; zbMATH DE number 3211316 (Why is no real title available?)
• scientific article; zbMATH DE number 3235486 (Why is no real title available?)
• On null and alternative distribution of statistic of two-side discordancy test for an extreme outlier
• On tail dependence for Grubbs' copula-function
• On the joint distribution of Studentized order statistics
• Sample Criteria for Testing Outlying Observations
• THE EFFICIENCY OF STATISTICAL TOOLS AND A CRITERION FOR THE REJECTION OF OUTLYING OBSERVATIONS
• The null distribution of the likelihood-ratio test for one or two outliers in a normal sample
• Использование специальных функций Эрмита для исследования мощностных свойств критерия Граббса

Cited in

(9)

• On the joint distribution of Grubbs' statistics
• On tail dependence for three-parameter Grubbs' copula
• An adjusted Grubbs' and generalized extreme studentized deviation
• On null and alternative distribution of statistic of two-side discordancy test for an extreme outlier
• On the distribution of \(Z\)-scores
• On three-parameter Grubbs' copula-function
• Calculation of measures of power of the Grubbs criterion for a test for an outlier
• On some properties of a symmetric Grubbs' copula
• On a family of copulas partially coinciding with the Fréchet-Hoeffding boundaries

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