Detection of multivariate outliers in elliptically symmetric distributions

DOI10.1214/aos/1176346813zbMath0554.62043MaRDI QIDQ760124

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

zbMATH Keywords

robustness property; detection of outliers; locally best invariant; Mardia's multivariate kurtosis statistic; mean slippage; multivariate elliptically symmetric case; multivariate normal results; Wijsman representation theorem

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H15: Hypothesis testing in multivariate analysis

62F35: Robustness and adaptive procedures (parametric inference)

62A01: Foundations and philosophical topics in statistics

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