Outliers in Multivariate Regression Mode
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Muni S. Srivastava; Dietrich von Rosen
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Article
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1998
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Elsevier Science
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English
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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