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
Outliers robustness in multivariate orthogonal regression
β Scribed by Calafiore, G.C.
- Book ID
- 117874113
- Publisher
- IEEE
- Year
- 2000
- Tongue
- English
- Weight
- 161 KB
- Volume
- 30
- Category
- Article
- ISSN
- 1083-4427
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