Srivastava, Muni S.; von Rosen, Dietrich - In: Journal of Multivariate Analysis 65 (1998) 2, pp. 195-208
Likelihood ratio tests for detecting a single outlier in multivariate linear models are considered, where an observation is called an outlier if there has been a shift in the mean. The test statistics are the maximum of n nonindependent statistics, where n is the number of observations. Relevant...