Detection of multivariate outliers with dispersion slippage in elliptically symmetric distributions

DOI10.1214/AOS/1176350183zbMath0652.62047OpenAlexW2054590520MaRDI QIDQ1107236

Rita Das, Bimal Kumar Sinha

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1214/aos/1176350183

zbMATH Keywords

detection of outliersMardia's multivariate kurtosis statisticmultivariate elliptically symmetric casedispersion slippagelocally optimum testvariance slippage

Mathematics Subject Classification ID

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

Related Items (5)

Multivariate cumulants in outlier detection for financial data analysis ⋮ Families of neighbour designs and their analysis ⋮ Properties of two tests for outliers in multivariate data ⋮ On robustness of the test for detection of multivariate outliers ⋮ Optimality robustness of tests in two population problems

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