Outlier detection and robust estimation of scale

DOI10.1080/00949658708810981zbMath0603.62044OpenAlexW2143133761MaRDI QIDQ3740046

Jeffrey S. Simonoff

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/00949658708810981

zbMATH Keywords

computer simulationsbreakdownrobust scale estimatorA-estimatorbackwards- stepping outlier detection procedureredescending influencesymmetric and asymmetric contamination models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic methods, stochastic differential equations (65C99)

Related Items

Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density ⋮ High breakdown analogs of the trimmed mean ⋮ Convergence rates in multivariate robust outlier identification

Cites Work

• Finite sample breakdown of M- and P-estimators
• Robustness properties for a class of scale estimators
• Robust estimates and tests for the one- and two-sample scale models
• On the Detection of Many Outliers
• Robust Estimates of Location: Survey and Advances
• Robust Statistics