Outliers in Multivariate Regression Models
AbstractLikelihood 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 65 (1998)
Issue (Month): 2 (May)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Minoru Siotani, 1959. "The extreme value of the generalized distances of the individual points in the multivariate normal sample," Annals of the Institute of Statistical Mathematics, Springer, vol. 10(3), pages 183-208, September.
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