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Detection of Multivariate Outliers with Dispersion Slippage in Elliptically Symmetric Distributions

Rita Das and Bimal K. Sinha
The Annals of Statistics
Vol. 14, No. 4 (Dec., 1986), pp. 1619-1624
Stable URL: http://www.jstor.org/stable/2241495
Page Count: 6
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
Detection of Multivariate Outliers with Dispersion Slippage in Elliptically Symmetric Distributions
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Abstract

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.

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