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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