Multiple Outlier Detection Tests for Parametric Models

We propose a simple multiple outlier identification method for parametric location-scale and shape-scale models when the number of possible outliers is not specified. The method is based on a result giving asymptotic properties of extreme <i>z</i>-scores. Robust estimators of model param...

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Bibliographic Details
Main Authors: Vilijandas Bagdonavičius, Linas Petkevičius
Format: Article
Language:English
Published: MDPI AG 2020-12-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/12/2156