SEQUENTIAL APPLICATION OF WILKSS MULTIVARIATE OUTLIER TEST

CARONI, C; PRESCOTT, P

dc.contributor.author	CARONI, C	en
dc.contributor.author	PRESCOTT, P	en
dc.date.accessioned	2014-03-01T01:41:32Z
dc.date.available	2014-03-01T01:41:32Z
dc.date.issued	1992	en
dc.identifier.issn	0035-9254	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/23517
dc.subject	MANY-OUTLIER TEST	en
dc.subject	MULTIVARIATE OUTLIERS	en
dc.subject	SEQUENTIAL TEST	en
dc.subject	WILKSS STATISTIC	en
dc.subject.classification	Statistics & Probability	en
dc.title	SEQUENTIAL APPLICATION OF WILKSS MULTIVARIATE OUTLIER TEST	en
heal.type	journalArticle	en
heal.language	English	en
heal.publicationDate	1992	en
heal.abstract	A generalization of Wilks's single-outlier test suitable for application to the many-outlier problem of detecting from 1 to k outliers in a multivariate data set is proposed and appropriate critical values determined. The method used follows that suggested by Rosner employing sequential application of the generalized extreme Studentized deviate to univariate samples of reducing size, in which the type I error is controlled both under the hypothesis of no outliers and under the alternative hypothesis of 1, 2,..., k outliers. It is shown that critical values for the sequential application of Wilks's test to detect many outliers depend only on those for a single outlier test which may be approximated by percentage points from the F-distributions as tabulated by Wilks. Relationships between Wilks's test statistic, the Mahalanobis distance between the 'outlier' and the mean vector, and Hotelling's T2-test between the outlier and the rest of the data, are used to reduce the amount of computation involved in applying the sequential procedure. Simulations are used to show that the method behaves well in detecting multiple outliers in samples larger than about 25. Finally, an example with three dimensions is used to illustrate how the method is applied.	en
heal.publisher	BLACKWELL PUBL LTD	en
heal.journalName	APPLIED STATISTICS-JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C	en
dc.identifier.isi	ISI:A1992HJ17000006	en
dc.identifier.volume	41	en
dc.identifier.issue	2	en
dc.identifier.spage	355	en
dc.identifier.epage	364	en