We investigate the asymptotic behavior of test statistics outliers for sample drawn from heavy{tailed distributions. We extend classical results of David, Hartley and Pearson (1954) and Grubbs (1969), who considered outlier test statistics for the nite{variance case, to the heavy{tailed in nite variance case. Our main result concerns the limiting distribution of n 1=2On for the outlier statisti...

In chemical industries, process operations are usually comprised of several discrete operating regions with distributions that drift over time. These complexities complicate outlier detection in the presence of intrinsic process dynamics. In this article, we consider the problem of detecting univariate outliers in dynamic systems with multiple operating points. A novel method combining the time...

The majority of data sets contain observations that do not conform to the structure followed by the rest of the data. These observations, known as outliers, can be found using a multitude of statistical and non-statistical methods. This paper highlights a generalized system built, specifically for price index surveys, which analysts can use to test different outlier detection methods. It also d...

Usually when performing a statistical test or estimation procedure, we assume the data are all observations of i.i.d. random variables, often from a normal distribution. Sometimes, however, we notice in a sample one or more observations that stand out from the crowd. These observation(s) are commonly called outlier(s). Outlier tests are more formal procedures which have been developed for detec...

The presence of outliers in time series can seriously affect the model specification and parameter estimation. To avoid these adverse effects, it is essential to detect these outliers and remove them from time series. By the Bayesian statistical theory, this article proposes a method for simultaneously detecting the additive outlier (AO) and innovative outlier (IO) in an autoregressive moving-a...

One of the most common analysis tasks in genomic research is to identify genes that are differentially expressed (DE) between experimental conditions. Empirical Bayes (EB) statistical tests using moderated genewise variances have been very effective for this purpose, especially when the number of biological replicate samples is small. The EB procedures can however be heavily influenced by a sma...