Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data
From MaRDI portal
Publication:4353749
DOI10.1080/01966324.1997.10737433zbMath0892.62030OpenAlexW2051097675WikidataQ58117285 ScholiaQ58117285MaRDI QIDQ4353749
Publication date: 1997
Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01966324.1997.10737433
Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Admissibility in statistical decision theory (62C15)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- The extreme value of the generalized distances of the individual points in the multivariate normal sample
- The admissible Bayes character of subset selection techniques involved in variable selection, outlier detection, and slippage problems
- Detection of multivariate normal outliers
- On a multivariate slippage problem. I
- Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
- An improved Bonferroni inequality and applications
- Testing for a Single Outlier from a General Linear Regression
- An upper bound for the probability of a union
- Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
- Some slippage tests of mean for a single outlier in linear regression
- On a Criterion for the Rejection of Observations and the Distribution of the Ratio of Deviation to Sample Standard Deviation
- Sample Criteria for Testing Outlying Observations
This page was built for publication: Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data