This paper deals with the problem of identifying and testing a number of extreme sample elements ( t = !. 2. 3 and ,1) as significant outliers in a sample of size n from a K-dimensional normal distribution with unknown parameters. Accommodation of detected outliers is effected through outlier-robust
A procedure for the detection of multivariate outliers
β Scribed by Andrzej S. Kosinski
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 182 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0167-9473
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