Rejection of Multivariate Outliers.

Abstract

An extension of Ferguson's univariate normal results for rejection of outliers is made to the multivariate case with mean slippage. The formulation is more general than that in Schwager and Margolin and the approach is also different. The main result can be viewed as a robustness property of Mardia's locally optimum multivariate normal kurtosis test to detect outliers against nonnormal multivariate distributions.

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1983
Accession Number
ADA130686

Entities

People

  • Bimal Kumar Sinha

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Air Force
  • Coefficients
  • Data Science
  • Distribution Functions
  • Information Science
  • Multivariate Analysis
  • Normal Distribution
  • Permutations
  • Probability
  • Probability Distributions
  • Rejection
  • Scientific Research
  • Test And Evaluation
  • Theorems
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Statistical inference.