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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
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2241495
Page Count: 6
You can always find the topics here!Topics: Outliers, Statism, Statistical dispersion, Statistical variance, Kurtosis, Matrices
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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.
The Annals of Statistics © 1986 Institute of Mathematical Statistics