Detection of Outliers in Signal Processing when the Noise Covariance Matrix is Arbitrary
Madhusudan Bhandary · Calcutta Statistical Association Bulletin · 2002
Procedures for detection of outliers in signal processing with arbitrary noise covariance matrix are given for mean-slippage outlier model. The distributions of the test statistics are discussed and the values of significant probabilities are given using Bonferroni's bounds. Some simulation results are also presented.