Использование специальных функций Эрмита для исследования мощностных свойств критерия Граббса

DOI10.14498/VSGTU1098zbMATH Open1449.62110OpenAlexW2334366827MaRDI QIDQ4960100FDOQ4960100

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)

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

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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)

Cites Work

• Title not available (Why is that?)
• The null distribution of the likelihood-ratio test for one or two outliers in a normal sample
• Sample Criteria for Testing Outlying Observations
• Title not available (Why is that?)
• Calculation of measures of power of the Grubbs criterion for a test for an outlier

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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