Использование специальных функций Эрмита для исследования мощностных свойств критерия Граббса

DOI10.14498/VSGTU1098MaRDI QIDQ4960100zbMATH OpenOpenAlexFDO

Authors L. K. Shiryaeva

Publication date 8 April 2020

Published in Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL http://mathnet.ru/eng/vsgtu1098

zbMATH Keywords

outlierGrubbs statisticsnormal distribution lawDavid's power measures for Grubbs criterionHermite special function

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

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Cites work

• scientific article; zbMATH DE number 3881695 (Why is no real title available?)
• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• Calculation of measures of power of the Grubbs criterion for a test for an outlier
• Sample Criteria for Testing Outlying Observations
• The null distribution of the likelihood-ratio test for one or two outliers in a normal sample

Cited in

(6)

• On some properties of a symmetric Grubbs' copula
• On tail dependence for three-parameter Grubbs' copula
• On three-parameter Grubbs' copula-function
• On distribution of Grubbs' statistics in case of normal sample with outlier
• On null and alternative distribution of statistic of two-side discordancy test for an extreme outlier
• Calculation of measures of power of the Grubbs criterion for a test for an outlier

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