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https://elib.bsu.by/handle/123456789/93194| Title: | Approximate Envelopes for Finding an Unknown Number of Multivariate Outliers in Large Data Sets |
| Authors: | Atkinson, A. C. Riani, M. Laurini, F. |
| Keywords: | ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика |
| Issue Date: | 2007 |
| Publisher: | Minsk: BSU |
| Abstract: | We provide thresholds for the test statistic for multiple outliers in multivariate normal samples. Except in small problems, direct simulation of the required combinations of sample size, number of outliers, dimension of the observations and significance level is excessively time consuming. We find the thresholds by rescaling a paradigmatic curve found by simulation. Our method is illustrated on an example with 1,827 observations. |
| URI: | http://elib.bsu.by/handle/123456789/93194 |
| Appears in Collections: | PLENARY LECTURES |
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