Maximum studentized score tests for the detection of outliers in time series regression models

DOI10.1080/00949650903079305zbMath1205.62134OpenAlexW2043524769MaRDI QIDQ3070614

Alwell Julius Oyet, Brajendra Chandra Sutradhar

Publication date: 3 February 2011

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650903079305

zbMATH Keywords

outliersscore testautocorrelated errorssample influence function\(p\)-value of the testshifted normal mean and variance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Approximations to statistical distributions (nonasymptotic) (62E17) Diagnostics, and linear inference and regression (62J20)

Related Items (2)

Outlier detection and accommodation in general spatial models ⋮ Detection of outliers in mixed regressive-spatial autoregressive models

Cites Work

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• Logistic regression diagnostics
• Rejecting Outliers by Maximum Normed Residual
• Correction factors for F ratios in nonlinear regression
• A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS
• Bayesian analysis of some outlier problems in time series

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