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)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:65:y:1998:i:2:p:195-208. See general information about how to correct material in RePEc.
If references are entirely missing, you can add them using this form.