Wilks' outlier test in more than one multivariate sample

DOI10.1080/03610919808813466zbMath0893.62051OpenAlexW2082758952MaRDI QIDQ4386432

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Publication date: 30 August 1998

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919808813466

zbMATH Keywords

outliersrobustnessmultivariate normalMANOVAWilks' testcovariance heterogeneity

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

Related Items (1)

Robust Detection of Multiple Outliers in Grouped Multivariate Data

Cites Work

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• Multivariate outlier tests with structured co variance matrices
• Comparative Robustness of Six Tests in Multivariate Analysis of Variance
• Sequential Application of Wilks's Multivariate Outlier Test

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