Detection of multivariate outliers in elliptically symmetric distributions

DOI10.1214/AOS/1176346813zbMATH Open0554.62043OpenAlexW2042037609MaRDI QIDQ760124FDOQ760124

Authors: Bimal Kumar Sinha 

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346813

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zbMATH Keywords

robustness propertydetection of outlierslocally best invariantMardia's multivariate kurtosis statisticmean slippagemultivariate elliptically symmetric casemultivariate normal resultsWijsman representation theorem

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Foundations and philosophical topics in statistics (62A01) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Cited In (16)

• Optimality robustness of tests in two population problems
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• On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions
• Outliers in multivariate regression models.
• Detection of outliers in the multivariate linear regression model
• On detection of outliers in symmetric normal models
• Multivariate cumulants in outlier detection for financial data analysis
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• Testing regression models for random effects outliers under elliptical symmetry
• Properties of two tests for outliers in multivariate data
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• On robustness of the test for detection of multivariate outliers
• Quasi-Bayesian modelling of multivariate outliers
• Families of neighbour designs and their analysis
• Outlier detection for multivariate skew-normal data: a comparative study

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