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.
Volume (Year): 65 (1998)
Issue (Month): 2 (May)
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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;The Institute of Statistical Mathematics, vol. 10(3), pages 183-208, September.
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