On the robustness of the extreme deviate test for a single multivariate outlier against heavy-tailed distributions

DOI10.1080/03610928908830092zbMath0696.62240OpenAlexW2137950926MaRDI QIDQ3473237

Dean M. Young, Samuel L. Seaman, Danny W. Turner

Publication date: 1989

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928908830092

zbMATH Keywords

multivariate outliermultivariate r-normed exponential distributions

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Multivariate \(\theta\)-generalized normal distributions
• Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
• A New Family of Probability Distributions With Applications to Monte Carlo Studies
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