Detection and accommodation of multivariate statistical outliers.

M A Moussa
Author Information

Abstract

This paper deals with the problem of identifying and testing a number of extreme sample elements (t = 1, 2, 3 and 4) 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 estimation of multivariate location (mean vector) and dispersion (variance-covariance matrix).

MeSH Term

Analysis of Variance
Computers
Software

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