Abstract #301701

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JSM 2002 Abstract #301701
Activity Number: 76
Type: Contributed
Date/Time: Monday, August 12, 2002 : 8:30 AM to 10:20 AM
Sponsor: General Methodology
Abstract - #301701
Title: Detection of Outliers in Multivariate Data When the Errors are Autocorrelated
Author(s): Madhusudan Bhandary*+
Affiliation(s): North Dakota State University
Address: 201 Waldron Hall, Fargo, North Dakota, 58105, U.S.A.
Keywords: Mean-slippage outlier ; Dispersion-slippage outlier ; likelihood ratio test ; autocorrelation ; Bonferroni's bound
Abstract:

Procedures 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. Some numerical examples are also presented.

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