Testing for a Single Outlier from a General Linear Regression
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Publication:4107342
DOI10.2307/2529752zbMATH Open0338.62039OpenAlexW2328329050WikidataQ52843976 ScholiaQ52843976MaRDI QIDQ4107342FDOQ4107342
Authors: Jonas H. Ellenberg
Publication date: 1976
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2529752
Exact distribution theory in statistics (62E15) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Hypothesis testing in multivariate analysis (62H15) Statistical tables (62Q05)
Cited In (9)
- Identifying multiple influential observations in linear regression
- Procedures for the identification of multiple influential observations in linear regression
- Outliers in multivariate regression models.
- Unified scheme for testing for outliers in linear models
- On PRESS and deletion bootstraps in linear regression
- Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data
- Critical values for testing for a single outlier in a nonlinear regression model
- Estimation effects on powers of two simple test statistics in identifying an outlier in linear models
- Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation
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