Nonparametric tests for detection of high dimensional outliers

DOI10.1080/10485252.2022.2026945zbMath1493.62223OpenAlexW4210534690MaRDI QIDQ5030945

Reza Modarres

Publication date: 18 February 2022

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

Full work available at URL: https://doi.org/10.1080/10485252.2022.2026945

zbMATH Keywords

bootstrapinterpoint distancedissimilarity measureWilks outlier test

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Exact distribution theory in statistics (62E15)

Related Items (1)

Analysis of distance matrices

Uses Software

• sn
• bootstrap
• depthTools
• OutlierDetection

Cites Work

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• Estimating Densities of Functions of Observations
• The multivariate skew-normal distribution
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• Appropriate Critical Values When Testing for a Single Multivariate Outlier by Using the Mahalanobis Distance
• Sequential Application of Wilks's Multivariate Outlier Test
• Interpoint distance tests for high-dimensional comparison studies
• Geometric Representation of High Dimension, Low Sample Size Data
• On robustness of the test for detection of multivariate outliers
• Interpoint Distance Test of Homogeneity for Multivariate Mixture Models

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