Approximation of the non-null distribution of generalized T2-statistics
نویسندگان
چکیده
منابع مشابه
A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Outliers in a Normal Sample
Usually when performing a statistical test or estimation procedure, we assume the data are all observations of i.i.d. random variables, often from a normal distribution. Sometimes, however, we notice in a sample one or more observations that stand out from the crowd. These observation(s) are commonly called outlier(s). Outlier tests are more formal procedures which have been developed for detec...
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ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 2000
ISSN: 0024-3795
DOI: 10.1016/s0024-3795(00)00223-8