UNION-INTERSECTION TESTING FOR OUTLIERS IN MULTIVARIATE NORMAL DATA

CARONI, C; PRESCOTT, P

dc.contributor.author	CARONI, C	en
dc.contributor.author	PRESCOTT, P	en
dc.date.accessioned	2014-03-01T01:11:34Z
dc.date.available	2014-03-01T01:11:34Z
dc.date.issued	1995	en
dc.identifier.issn	0094-9655	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/11711
dc.subject	OUTLIER TESTS	en
dc.subject	MULTIVARIATE OUTLIERS	en
dc.subject	LIKELIHOOD RATIO TESTS	en
dc.subject	UNION INTERSECTION TESTS	en
dc.subject	WILKS STATISTIC	en
dc.subject.classification	Computer Science, Interdisciplinary Applications	en
dc.subject.classification	Statistics & Probability	en
dc.title	UNION-INTERSECTION TESTING FOR OUTLIERS IN MULTIVARIATE NORMAL DATA	en
heal.type	journalArticle	en
heal.identifier.primary	10.1080/00949659508811631	en
heal.identifier.secondary	http://dx.doi.org/10.1080/00949659508811631	en
heal.language	English	en
heal.publicationDate	1995	en
heal.abstract	The union-intersection approach to multivariate test construction is used to develop an alternative to Wilks' likelihood ratio test statistic for testing for two or more outliers in multivariate normal data. It is shown that critical values of both statistics are poorly approximated by Bonferroni bounds. Simulated critical values are presented for both statistics for significance levels 1% and 5%, for sample sizes 10(5)30, 40, 50, 75 and 100 for 2, 3, 4 and 5 dimensions. A power comparison of the two tests in the slippage of the mean model for generating outliers indicates that the union-intersection test is the more powerful when the slippages are close to collinear. Although Wilks' test remains the preference for general use, the union-intersection test could be valuable when such special structure in the data is suspected.	en
heal.publisher	GORDON BREACH SCI PUBL LTD	en
heal.journalName	JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION	en
dc.identifier.doi	10.1080/00949659508811631	en
dc.identifier.isi	ISI:A1995QR59300006	en
dc.identifier.volume	51	en
dc.identifier.issue	2-4	en
dc.identifier.spage	185	en
dc.identifier.epage	196	en