Identification of outliers in exponential samples with stepwise procedures

Autor: Pawlitschko, J., Schultze, V.
Jazyk: angličtina
Rok vydání: 2000
Předmět:
Popis: In this paper we consider the problem of identifying outliers in exponential samples with stepwise procedures, namely inward and outward testing procedures. We treat outliers in the spirit of Davies and Gather (1993) as points which for given alpha > 0 lie in a certain alpha-outlier region and focus especially on the worst-case be-haviour of the identification rules. Best results yield stepwise procedures which use test statistics based on a standardized version of the sample median.
Databáze: OpenAIRE