On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions

DOI10.1080/03610928908830092MaRDI QIDQ3473237zbMATH OpenOpenAlexFDO

Authors Samuel L. Seaman, Dean M. Young, Danny W. Turner

Publication date 1989

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928908830092

zbMATH Keywords

multivariate outliermultivariate r-normed exponential distributions

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• On robustness of the test for detection of multivariate outliers
• Wilks' outlier test in more than one multivariate sample
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• Detection of multivariate outliers in elliptically symmetric distributions

Cites work

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• scientific article; zbMATH DE number 3097527 (Why is no real title available?)
• A New Family of Probability Distributions With Applications to Monte Carlo Studies
• Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
• Multivariate \(\theta\)-generalized normal distributions

Cited in

(3)

• The distribution of test statistics for outlier detection in heavy-tailed samples
• Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
• Outlier identification for skewed and/or heavy-tailed unimodal multivariate distributions

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