Assessing the Accuracy of Outlier Tests in Nonlinear Regression

- Journal title : Communications for Statistical Applications and Methods
- Volume 16, Issue 1, 2009, pp.163-168
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2009.16.1.163

Title & Authors

Assessing the Accuracy of Outlier Tests in Nonlinear Regression

Kahng, Myung-Wook; Kim, Bu-Yang;

Kahng, Myung-Wook; Kim, Bu-Yang;

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

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