Detection of Outliers in Multivariate Linear Regression Model.
PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS
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This article suggests multivariate kurtosis measure as a statistic for detection of outliers in a multivariate linear regression model. The statistics has some local optimal properties. Keywords Multivariate linear regression model Detection of outliers Multivariate kurtosis and Locally best invariant test.
- Statistics and Probability