Detection of multivariate outliers in elliptically symmetric distributions

DOI10.1214/AOS/1176346813MaRDI QIDQ760124zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Detection of multivariate outliers with dispersion slippage in elliptically symmetric distributions
• scientific article; zbMATH DE number 147765
• Evaluation of outlier detection method performance in symmetric multivariate distributions
• On detection of outliers in symmetric normal models
• scientific article; zbMATH DE number 4020243
• Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions
• scientific article; zbMATH DE number 1489865

Cited in

(16)

• Optimality robustness of tests in two population problems
• scientific article; zbMATH DE number 3870412 (Why is no real title available?)
• Outliers in multivariate regression models.
• On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions
• 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
• scientific article; zbMATH DE number 147765 (Why is no real title available?)
• Testing regression models for random effects outliers under elliptical symmetry
• Properties of two tests for outliers in multivariate data
• Detection of multivariate outliers with dispersion slippage in elliptically symmetric distributions
• Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions
• 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

This page was built for publication: Detection of multivariate outliers in elliptically symmetric distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q760124)