On the effect of correlation and unequal variances in detecting a spurious observation

DOI10.2307/3314767zbMath0678.62040OpenAlexW1993755983MaRDI QIDQ3834880

Dean M. Young, Virgil R. Marco, Robert J. Pavur

Publication date: 1989

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314767

zbMATH Keywords

robustnessnormal distributioncovariance structureoutlier detectionsignificance leveleffect of equicorrelationpower of Grubbs's test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

Independence-distribution-preserving dependency structures for the modified likelihood ratio test for detecting unequal covariance matrices ⋮ Independence distribution preserving joint covariance structures for the multivariate two-group case ⋮ A characterization of nonnegative-definite independence distribution-preserving covariance structures for the maximum squared-radii statistic ⋮ Data transformation technique to improve the outlier detection power of Grubbs' test for data expected to follow linear relation ⋮ A complete solution to the problem of robustness of Grubbs's test ⋮ Irregularities inX(Y) fromY(X) in linear calibration ⋮ Outlier detection under star-contoured errors ⋮ Seeking outlying subsets under star-contoured errors ⋮ Structured dispersion and validity in linear inference ⋮ Applied regression analysis bibliography update 1988-89 ⋮ A characterization of the independence - distribution - preserving covariance structure for the multivariate maximum squared - radii statistic

Cites Work

• Unnamed Item
• A note on sample means and variances of dependent normal variables
• Effect of equicorrelation in detecting a spurious observation
• Sample Criteria for Testing Outlying Observations

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