First Order Difference-Based Error Variance Estimator in Nonparametric Regression with a Single Outlier Park, Chun-Gun;
We consider some statistical properties of the first order difference-based error variance estimator in nonparametric regression models with a single outlier. So far under an outlier(s) such difference-based estimators has been rarely discussed. We propose the first order difference-based estimator using the leave-one-out method to detect a single outlier and simulate the outlier detection in a nonparametric regression model with the single outlier. Moreover, the outlier detection works well. The results are promising even in nonparametric regression models with many outliers using some difference based estimators.
First order difference-based error variance estimator;leave-one-out;Lipschitz condition;Single outlier;