On the effect of correlation and unequal variances in detecting a spurious observation

DOI10.2307/3314767MaRDI QIDQ3834880zbMATH OpenOpenAlexFDO

Authors Dean M. Young, Virgil R. Marco, Robert J. Pavur

Publication date 1989

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3314767

zbMATH Keywords

outlier detectionnormal distributionrobustnesscovariance structuresignificance leveleffect of equicorrelationpower of Grubbs's test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3723721 (Why is no real title available?)
• A note on sample means and variances of dependent normal variables
• Effect of equicorrelation in detecting a spurious observation
• Sample Criteria for Testing Outlying Observations

Cited in

(16)

• Outlier detection under star-contoured errors
• A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic
• A complete solution to the problem of robustness of Grubbs's test
• A note on the effect of simple equicorrelation in detecting a spurious multivariate observation
• Seeking outlying subsets under star-contoured errors
• Data transformation technique to improve the outlier detection power of Grubbs' test for data expected to follow linear relation
• Structured dispersion and validity in linear inference
• The deluge of spurious correlations in big data
• How to Pretend That Correlated Variables Are Independent by Using Difference Observations
• Applied regression analysis bibliography update 1988-89
• scientific article; zbMATH DE number 65180 (Why is no real title available?)
• Irregularities inX(Y) fromY(X) in linear calibration
• Independence distribution preserving joint covariance structures for the multivariate two-group case
• Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices
• An adjusted Grubbs' and generalized extreme studentized deviation
• A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic

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