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 |
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Hauptverfasser: | , |
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. |
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ISSN: | 0361-0918 1532-4141 |
DOI: | 10.1080/03610918808812729 |