Detection of multivariate outliers in elliptically symmetric distributions

DOI10.1214/aos/1176346813zbMath0554.62043OpenAlexW2042037609MaRDI QIDQ760124

Bimal Kumar Sinha

Publication date: 1984

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176346813

zbMATH Keywords

robustness propertydetection of outlierslocally best invariantMardia's multivariate kurtosis statisticmean slippagemultivariate elliptically symmetric casemultivariate normal resultsWijsman representation theorem

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35) Foundations and philosophical topics in statistics (62A01)

Related Items (11)

On detection of outliers in symmetric normal models ⋮ Multivariate cumulants in outlier detection for financial data analysis ⋮ Quasi-Bayesian modelling of multivariate outliers ⋮ Detection of outliers in the multivariate linear regression model ⋮ Detection of multivariate outliers with location slippage or scale inflation in left orthogonally invariant or elliptically contoured distributions ⋮ Families of neighbour designs and their analysis ⋮ Properties of two tests for outliers in multivariate data ⋮ Testing regression models for random effects outliers under elliptical symmetry ⋮ On robustness of the test for detection of multivariate outliers ⋮ Outliers in multivariate regression models. ⋮ Optimality robustness of tests in two population problems

This page was built for publication: Detection of multivariate outliers in elliptically symmetric distributions