Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation

DOI10.1080/03610918808812729zbMATH Open0695.62049OpenAlexW1981589618MaRDI QIDQ3471365FDOQ3471365

Authors: Linda W. Jennings, Dean M. Young 

Publication date: 1988

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918808812729

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• Critical values for testing in multivariate statistical outliers
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zbMATH Keywords

smoothingMonte Carlo simulationhigh-dimensional outlier detection

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05) Statistical tables (62Q05)

Cites Work

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Cited In (6)

• A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
• On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions
• Tables for a new multivariate goodness-of-fit test
• Detection of spurious maxima through random draw tests and specification tests
• Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data
• Quasi-Bayesian modelling of multivariate outliers

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