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Assessing the Accuracy of Outlier Tests in Nonlinear Regression
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 Title & Authors
Assessing the Accuracy of Outlier Tests in Nonlinear Regression
Kahng, Myung-Wook; Kim, Bu-Yang;
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 Abstract
Given the specific mean shift outlier model, the standard approaches to obtaining test statistics for outliers are discussed. Accuracy of outlier tests is investigated using subset curvatures. These subset curvatures appear to be reliable indicators of the adequacy of the linearization based test. Also, we consider obtaining graphical summaries of uncertainty in estimating parameters through confidence curves. The results are applied to the problem of assessing the accuracy of outlier tests.
 Keywords
Mean shift outlier model;outlier test;curvature measure;confidence curves;
 Language
English
 Cited by
1.
Accuracy of Multiple Outlier Tests in Nonlinear Regression,;

Communications for Statistical Applications and Methods, 2011. vol.18. 1, pp.131-136 crossref(new window)
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Accuracy of Multiple Outlier Tests in Nonlinear Regression, Communications for Statistical Applications and Methods, 2011, 18, 1, 131  crossref(new windwow)
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Comparison of Forecasting Performance in Multivariate Nonstationary Seasonal Time Series Models, Communications for Statistical Applications and Methods, 2011, 18, 1, 13  crossref(new windwow)
3.
A Statistical Analysis on Temperature Change and Climate Variability in Korea, Communications for Statistical Applications and Methods, 2011, 18, 1, 1  crossref(new windwow)
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