Pages that link to "Item:Q4843999"
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The following pages link to Sequential Application of Wilks's Multivariate Outlier Test (Q4843999):
Displayed 8 items.
- Finite sample multivariate structural change tests with application to energy demand models (Q289215) (← links)
- Identifying multivariate discordant observations: a computer-intensive approach. (Q1606108) (← links)
- Wilks' outlier test in more than one multivariate sample (Q4386432) (← links)
- Outlier detection by robust principal components analysis (Q4490163) (← links)
- Influence curve for the choesky root of a coveriance matrix (Q4843811) (← links)
- The influence in comparing covariance matrices (Q4883457) (← links)
- Nonparametric tests for detection of high dimensional outliers (Q5030945) (← links)
- Robust Detection of Multiple Outliers in Grouped Multivariate Data (Q5123362) (← links)