Properties of two tests for outliers in multivariate data

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

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Statistical tables (62Q05)

Related Items (1)

A test for additive outliers applicable to long-memory time series

Cites Work

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• Detection of multivariate outliers in elliptically symmetric distributions
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• 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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