Outliers in multivariate regression models. (Q1264519)

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scientific article; zbMATH DE number 1204351
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Outliers in multivariate regression models.
scientific article; zbMATH DE number 1204351

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    Outliers in multivariate regression models. (English)
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    29 September 1998
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    Likelihood ratio tests for detecting a single outlier in multivariate linear models are considered, where an observation is called an outlier if there has been a shift in the mean. The test statistics are the maximum of n nonindependent statistics, where \(n\) is the number of observations. Relevant distributions to use upper and lower Bonferroni's inequalities are given.
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    outlier
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    mean shift model
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    Bonferroni inequality
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    growth curve model
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    GMANOVA
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