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

DOI10.2307/3314767zbMATH Open0678.62040OpenAlexW1993755983MaRDI QIDQ3834880FDOQ3834880

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

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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)

Cites Work

• Sample Criteria for Testing Outlying Observations
• A note on sample means and variances of dependent normal variables
• Effect of equicorrelation in detecting a spurious observation
• Title not available (Why is that?)

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
• How to Pretend That Correlated Variables Are Independent by Using Difference Observations
• The deluge of spurious correlations in big data
• Applied regression analysis bibliography update 1988-89
• Title not available (Why is that?)
• 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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