Detection of Multivariate Outliers with Dispersion Slippage in Elliptically Symmetric Distributions.
Abstract
An extension of Ferguson's univariate normal results for detection of outliers with variance slippage is made to the multivariate elliptically symmetric case with dispersion slippage. The locally optimum test statistic derived possesses all three robustness properties: optimality, null and nonnull. As a technical tool, Wijsman's representation theorem is used. Additional keywords: Locally best invariant, Maximal invariant, and Variance slippage. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1985
- Accession Number
- ADA153785
Entities
People
- B. K. Sinha
- Rabindra Das
Organizations
- University of Pittsburgh