Outliers in multivariate regression models.
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.
scientific article; zbMATH DE number 1204351
scientific article