Some Slippage Tests of Mean for a Single Outlier in Multivariate Normal Data

DOI10.1080/01966324.1997.10737433zbMath0892.62030OpenAlexW2051097675WikidataQ58117285 ScholiaQ58117285MaRDI QIDQ4353749

Muni S. Srivastava

Publication date: 1997

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1997.10737433

zbMATH Keywords

tableslikelihood ratio testoutlierslippage problemBonferroni bounds

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Admissibility in statistical decision theory (62C15)

Related Items (1)

Outliers in multivariate regression models.

Cites Work

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• The extreme value of the generalized distances of the individual points in the multivariate normal sample
• The admissible Bayes character of subset selection techniques involved in variable selection, outlier detection, and slippage problems
• Detection of multivariate normal outliers
• On a multivariate slippage problem. I
• Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
• An improved Bonferroni inequality and applications
• Testing for a Single Outlier from a General Linear Regression
• An upper bound for the probability of a union
• Admissible Bayes Character of $T^2-, R^2-$, and Other Fully Invariant Tests for Classical Multivariate Normal Problems
• Some slippage tests of mean for a single outlier in linear regression
• On a Criterion for the Rejection of Observations and the Distribution of the Ratio of Deviation to Sample Standard Deviation
• Sample Criteria for Testing Outlying Observations

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