A sequential testing procedure for outliers and structural change
揭示了基于外部学生化残差的异常值检验与预测失效检验的关系，并开发了异常值、相关均值偏移和截距偏移检验之间的联系。提出一个序贯检验程序，可精确确定联合检验的整体显著性水平。
In this paper a test for outliers based on externally studentized residuals is shown to be related to a test for predictive failure. The relationships between a test for outliers, a test for a correlated mean shift and a test for an intercept shift are developed. A sequential testing procedure for outliers and structural change is shown to be independent, so that the overall size of the joint test can be determined exactly. It is established that a joint test for outliers and constancy of variances cannot be performed.