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Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation

 

作者: Linda W. Jennings,   Dean M. Young,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1988)
卷期: Volume 17, issue 4  

页码: 1359-1373

 

ISSN:0361-0918

 

年代: 1988

 

DOI:10.1080/03610918808812729

 

出版商: Marcel Dekker, Inc.

 

关键词: Monte Carlo simulation;high-dimensionaloutlier detection;smoothing

 

数据来源: Taylor

 

摘要:

The Institute of Mathematical Statistics has published a table of critical values for the multivariate extreme deviate test.However, the critical values, derived by a Monte Carlo simulation, are given for only the dimensions 2 through 5. We present new critical values for the dimensions 6 through 10, 12, 15, and 20. The results are presented in both table and graphical form. All critical values for the test statistic have been generated by a Monte Carlo simulation using 10,000 observations per case. An example is presented using the newcritical values.

 

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