Properties of two tests for outliers in multivariate data
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Publication:4019281
DOI10.1080/03610919108812977zbMath0850.62431OpenAlexW2032324958MaRDI QIDQ4019281
Georg T. Flatman, Martin A. Stapanian, Evan J. Englund, Forest C. Garner, Kirk E. Fitzgerald
Publication date: 16 January 1993
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919108812977
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- Detection of multivariate outliers in elliptically symmetric distributions
- Detection of multivariate outliers with dispersion slippage in elliptically symmetric distributions
- Detection of multivariate normal outliers
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- Assessing multivariate normality: a compendium
- Generalization of the Gap Test for the Detection of Multivariate Outliers
- A Convenient Method for Generating Normal Variables
- Measures of multivariate skewness and kurtosis with applications
- Rules for Rejection of Outliers
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