Likelihood ratio tests for detecting a single outlier in multivariate
linear models are considered, where an observation is called an outlie
r if there has been a shift in the mean. The test statistics are the m
aximum of n nonindependent statistics, where it is the number of obser
vations. Relevant distributions to use upper and lower Bonferroni's in
equalities are given. (C) 1998 Academic Press.