COVRATIO statistic as a discrimination method for multivariate normal distribution

The COVRATIO statistic has been used to identify the presence of outlier in data, which is based on deletion approach, where the determinant of covariance matrix for the full dataset excludes i-th row. This study proposes a novel discrimination method for the multivariate normal (MVN) distribution u...

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Bibliographic Details
Main Authors: Norli Anida Abdullah (Author), Yong Zulina Zubairi (Author), Afera Mohamad Apandi (Author), Mohd Iqbal Shamsudheen (Author)
Format: Article
Language:English
Published: Penerbit Universiti Kebangsaan Malaysia, 2021-07.
Online Access:Get fulltext