Outliers in multivariate regression models.
type: Item
instance of: scholarly article
title: Outliers in multivariate regression models.
zbMATH Open document ID: 1127.62376
author: Dietrich Von Rosen
author: Muni S. Srivastava
published in: Journal of Multivariate Analysis
publication date: 1998-09-29T00:00:00Z
review text: Likelihood ratio tests for detecting a single outlier in multivariate linear models are considered, where an observation is called an outlier if there has been a shift in the mean. The test statistics are the maximum of n nonindependent statistics, where \(n\) is the number of observations. Relevant distributions to use upper and lower Bonferroni's inequalities are given.
Mathematics Subject Classification ID: 62H99
Mathematics Subject Classification ID: 62J99
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 1204351
zbMATH Keywords: outlier
zbMATH Keywords: mean shift model
zbMATH Keywords: Bonferroni inequality
zbMATH Keywords: growth curve model
zbMATH Keywords: GMANOVA
describes a project that uses: SenSrivastava
MaRDI profile type: Publication
full work available at URL: jmva.1997.1729
OpenAlex ID: W2022045683
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DOI: 10.1006/JMVA.1997.1729
description: scientific article; zbMATH DE number 1204351