Outliers in Multivariate Regression Mode
β
Muni S. Srivastava; Dietrich von Rosen
π
Article
π
1998
π
Elsevier Science
π
English
β 279 KB
Likelihood ratio tests for detecting a single outlier in multivariate linear models are considered, where an observation is called an outlier if there has been a shift in the mean. The test statistics are the maximum of n nonindependent statistics, where n is the number of observations. Relevant dis