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

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 1...

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Veröffentlicht in:Communications in statistics. Simulation and computation 1988-01, Vol.17 (4), p.1359-1373
Hauptverfasser: Jennings, Linda W., Young, Dean M.
Format: Artikel
Sprache:eng
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Zusammenfassung: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 new critical values.
ISSN:0361-0918
1532-4141
DOI:10.1080/03610918808812729