A Modified M-estimator for the Detection of Outliers
نویسندگان
چکیده
منابع مشابه
a study on construction of iranian life tables: the case study of modified brass logit system
چکیده ندارد.
15 صفحه اولA Modified Weighted Symmetric Estimator for a Gaussian First-Order Autoregressive Model with Additive Outliers
Guttman and Tiao [1], and Chang [2] showed that the effect of outliers may cause serious bias in estimating autocorrelations, partial correlations, and autoregressive moving average parameters (cited in Chang et al. [3]). This paper presents a modified weighted symmetric estimator for a Gaussian first-order autoregressive AR(1) model with additive outliers. We apply the recursive median adjustm...
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ژورنال
عنوان ژورنال: Pakistan Journal of Statistics and Operation Research
سال: 2005
ISSN: 2220-5810,1816-2711
DOI: 10.18187/pjsor.v1i1.116