Critical values for testing in multivariate statistical outliers

DOI10.1080/00949658808811097zbMath0731.62110OpenAlexW2326128982MaRDI QIDQ3357371

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Publication date: 1988

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658808811097

zbMATH Keywords

outliersApproximationsCritical valuesWilks' statistics

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (3)

Quasi-Bayesian modelling of multivariate outliers ⋮ A review of robust regression and diagnostic procedures in linear regression ⋮ Monitoring Variation in a Multivariate Process When the Dimension is Large Relative to the Sample Size

Cites Work

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• Detection of multivariate normal outliers
• Improvements on fast methods for generating normal random variables
• Testing for Three or Fewer Outliers in Two-Way Tables
• The Detection of Errors in Multivariate Data Using Principal Components
• Generalization of the Gap Test for the Detection of Multivariate Outliers
• On Testing for Two Outliers or One Outlier in Two-Way Tables
• A fast procedure for generating normal random variables
• Measures of multivariate skewness and kurtosis with applications
• Significance tests based on residuals

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