On detection of outliers in symmetric normal models

DOI10.1080/03610929008830322zbMath0744.62086OpenAlexW1990529718MaRDI QIDQ3978730

Dayanand N. Naik

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1080/03610929008830322

zbMATH Keywords

multivariate normallocally best invariant testelliptically symmetric distributionsrobustness propertydetection of mean slippage type outliersequicorrelated distributionslocally optimal test statisticMardia's multivariate kurtosis

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Foundations and philosophical topics in statistics (62A01)

Related Items (1)

Determination of sample size for selecting the smallest ofkpoisson population means

Cites Work

• Unnamed Item
• Detection of multivariate outliers in elliptically symmetric distributions
• Detection of multivariate normal outliers
• Linear Statistical Inference and its Applications

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