A diagnostic method of detecting outliers in testing the equality of two covariance matrices

DOI10.5183/JJSCS1988.8.9zbMATH Open1330.62310OpenAlexW2070618349MaRDI QIDQ3457658FDOQ3457658

Authors: Younghee Park, Myung Geun Kim, Byung Chun Kim 

Publication date: 16 December 2015

Published in: Journal of the Japanese Society of Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5183/jjscs1988.8.9

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zbMATH Keywords

outlierscovariancelocal influenceperturbationcurvatureinfluential observationscase-deletion

Mathematics Subject Classification ID

Diagnostics, and linear inference and regression (62J20) Hypothesis testing in multivariate analysis (62H15)

Cited In (1)

• Influence curve for the choesky root of a coveriance matrix

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