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Outliers in multivariate regression models
Uppsala University.
Uppsala University.
1998 (English)In: JOURNAL OF MULTIVARIATE ANALYSIS, ISSN 0047-259X, Vol. 65, no 2, 195-208 p.Article in journal (Other scientific) Published
Abstract [en]

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

Place, publisher, year, edition, pages
ACADEMIC PRESS INC , 1998. Vol. 65, no 2, 195-208 p.
Keyword [en]
outlier; mean shift model; Bonferroni inequality; growth curve model; GMANOVA
Identifiers
URN: urn:nbn:se:uu:diva-28376OAI: oai:DiVA.org:uu-28376DiVA: diva2:56272
Note
Addresses: Srivastava MS, Univ Toronto, 100 Coll St, Toronto, ON, Canada. Univ Toronto, Toronto, ON, Canada. Uppsala Univ, Uppsala, Sweden.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-14

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