Abstract
SYNOPTIC ABSTRACTProcedures for detection of outliers in multivariate data with autocorrelated errors are given for mean-slippage and dispersion-slippage outlier model. The distribution of the test statistics are discussed and the values of significant probabilities are given using Bonferroni's bounds. An example with real data is presented.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
More From: American Journal of Mathematical and Management Sciences
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.