Detection of Multivariate Outliers with Dispersion Slippage in Elliptically Symmetric Distributions
Das, Rita ; Sinha, Bimal K.
Ann. Statist., Tome 14 (1986) no. 2, p. 1619-1624 / Harvested from Project Euclid
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In this paper Ferguson's univariate normal results for detection of outliers with variance slippage are extended to the multivariate elliptically symmetric case with dispersion slippage. The locally optimum test we derive possesses all three robustness properties, optimality, null and nonnull, and is based on Mardia's multivariate kurtosis statistic.
Publié le : 1986-12-14
Classification:  Locally best invariant,  maximal invariant,  variance slippage,  outliers,  robustness,  Wijsman's representation theorem,  62A05,  62H15,  62H10,  62E15 
@article{1176350183,
     author = {Das, Rita and Sinha, Bimal K.},
     title = {Detection of Multivariate Outliers with Dispersion Slippage in Elliptically Symmetric Distributions},
     journal = {Ann. Statist.},
     volume = {14},
     number = {2},
     year = {1986},
     pages = { 1619-1624},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176350183}
}

Das, Rita; Sinha, Bimal K. Detection of Multivariate Outliers with Dispersion Slippage in Elliptically Symmetric Distributions. Ann. Statist., Tome 14 (1986) no. 2, pp.  1619-1624. http://gdmltest.u-ga.fr/item/1176350183/