Geodesic
On outliers detection for location-scale and shape-scale families
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 23, Tome 442 (2015), pp. 5-17 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice du chapitre de livre

The problem of multiple upper outliers detection in samples from location-scale and shape-scale families is considered. A new test statistic is proposed. The critical values of the new test statistic are tabulated by simulation. The power of the new test and other available tests are compared by simulation. 
@article{ZNSL_2015_442_a0,
     author = {V. Bagdonavi\v{c}ius and M. Nikulin and A. Zerbet},
     title = {On outliers detection for location-scale and shape-scale families},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {5--17},
     year = {2015},
     volume = {442},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2015_442_a0/}
}
TY  - JOUR
AU  - V. Bagdonavičius
AU  - M. Nikulin
AU  - A. Zerbet
TI  - On outliers detection for location-scale and shape-scale families
JO  - Zapiski Nauchnykh Seminarov POMI
PY  - 2015
SP  - 5
EP  - 17
VL  - 442
UR  - http://geodesic.mathdoc.fr/item/ZNSL_2015_442_a0/
LA  - en
ID  - ZNSL_2015_442_a0
ER  - 
%0 Journal Article
%A V. Bagdonavičius
%A M. Nikulin
%A A. Zerbet
%T On outliers detection for location-scale and shape-scale families
%J Zapiski Nauchnykh Seminarov POMI
%D 2015
%P 5-17
%V 442
%U http://geodesic.mathdoc.fr/item/ZNSL_2015_442_a0/
%G en
%F ZNSL_2015_442_a0
V. Bagdonavičius; M. Nikulin; A. Zerbet. On outliers detection for location-scale and shape-scale families. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 23, Tome 442 (2015), pp. 5-17. http://geodesic.mathdoc.fr/item/ZNSL_2015_442_a0/

[1] N. Balakrishnan, “Permanents, order statistics, outliers, and robustness”, Revista Matemática Complutense, 20 (2007), 7–107 | MR | Zbl

[2] V. Barnett, T. Lewis, Outliers in Statistical Data, Wiley, New York, 1994 | MR | Zbl

[3] L. N. Bolshev, M. K. Ubaidulaeva, “Kriterii Shovene v klassicheskoi teorii oshibok”, Teoriya veroyatn. i ee primen., 19:4 (1974), 714–723 | MR | Zbl

[4] L. N. Bolshev, N. V. Smirnov, Tablitsy matematicheskoi statistiki, VTs AN SSSR, M., 1968 | MR

[5] M. S. Chikkagoudar, S. H. Kunchur, “Distribution of test statistics for multiple outliers in exponential samples”, Commun. Statist. Theory Methods, 12 (1983), 2127–2142 | DOI | MR

[6] W. J. Dixon, “Analysis of extreme values”, Ann. Math. Statist., 21 (1950), 488–506 | DOI | MR | Zbl

[7] K. Y. Fung, S. R. Paul, “Comparisons of outlier detection procedures in Weibull or extreme-value distribution”, Commun. Statist. – Simulation Computation, 14 (1985), 895–917 | DOI

[8] F. E. Grubbs, “Sample criteria for testing outlying observations”, Ann. Math. Statist., 21 (1950), 27–58 | DOI | MR | Zbl

[9] I. A. Ibragimov, N. M. Khalfina, “Nekotorye asimptoticheskie rezultaty, svyazannye s kriteriem Shovene”, Teoriya veroyatn. i ee primen., 23:3 (1978), 615–619 | MR | Zbl

[10] D. G. Kabe, “Testing outliers from an exponential population”, Metrika, 15 (1970), 15–18 | DOI | Zbl

[11] N. Kumar, “Test for multiple upper outliers in an exponential sample irrespective of origin”, Statistics, 47 (2013), 184–190 | DOI | MR | Zbl

[12] S. Lalitha, N. Kumar, “Testing for upper outliers in gamma sample”, Commun. Statist. – Theory Methods, 41 (2012), 820–828 | DOI | MR | Zbl

[13] T. Lewis, N. R. Fiellerm, “A recursive algorithm for null distribution for outliers: I. Gamma samples”, Technometrics, 21 (1979), 371–376 | DOI | MR | Zbl

[14] J. Likes, “Distribution of Dixon's statistics in the case of an exponential population”, Metrika, 11 (1966), 46–54 | DOI | MR | Zbl

[15] Yu. V. Linnik, Metod naimenshikh kvadratov i osnovy teorii obrabotki nablyudenii, Fizmatlit, M., 1962

[16] N. R. Mann, E. M. Scheuer, K. W. Fertig, “A new goodness-of-fit test for the two parameter Weibull or extreme-value distribution with unknown parameters”, Commun. Statist. – Theory Methods, 2 (1973), 383–400 | DOI | MR | Zbl

[17] N. R. Mann, “Optimal outlier tests for a Weibull model to identify process changes or predict failure times”, Studies in the Management Sciences, 19 (1981), 261–270

[18] V. I. Pagurova, “O kriterii Shovene dlya obnaruzheniya neskolkikh vybrosov”, Teoriya veroyatn. i ee primen., 30:3 (1985), 558–561 | MR | Zbl

[19] R. Pyke, “Spacings”, J. Roy. Statist. Soc., 3 (1965), 395–449 | MR

[20] B. Rosner, “On the detection of many outliers”, Technometrics, 17 (1975), 221–227 | DOI | MR | Zbl

[21] G. Tietjen, R. Moore, “Some Grubbs-type statistics for the detection of several outliers”, Technometrics, 14 (1972), 583–597 | DOI

[22] A. Zerbet, M. Nikulin, “A new statistic for detecting outliers in exponential case”, Commun. Statist. – Theory Methods, 32 (2003), 573–584 | DOI | MR