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Detection of outliers in the multivariate linear regression model |
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| Authors: | Dayanand N Naik |
| Institution: | Department of Mathematics and Statistics , Old Dominion University , Norfolk, VA, 23529 |
| Abstract: | In this article we suggest multivariate kurtosis as a statistic for detection of outliers in a multivariate linear regression model. The statistic has some local optimality properties. |
| Keywords: | Multivariate linear regression model Detection of outliers Multivariate kurtosis Locally best invariant test |