Extended tables on an approximate test for outliers in linear models

DOI10.1080/00949658508810812MaRDI QIDQ3727166zbMATH OpenOpenAlexFDO

Authors Ben F. Houston

Publication date 1985

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658508810812

zbMATH Keywords

approximate testcritical valueslinear modelssingle regression outlierTables

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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Cited in

(7)

• Critical values of Mandel's \(h\) and \(k\), the Grubbs and the Cochran test statistic
• An outlier test for linear processes. II: Large contamination
• On the upper bounds of test statistics for a single outlier test in linear regression models
• Premium and protection of a response estimation procedure for two-way tables when outliers occur
• One-sided and two-sided critical values for Dixon's outlier test for sample sizes up to n = 30
• Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
• Critical values for testing for a single outlier in a nonlinear regression model

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