Outlier-detection tests and robust estimators based on signs of residuals

DOI10.1080/03610927908827757zbMath0446.62032OpenAlexW1965582697MaRDI QIDQ3891573

Bruce M. Brown, D. G. Kildea

Publication date: 1979

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927908827757

zbMATH Keywords

robust estimationoptimal weightsAdichie estimatorsoutlier- detectionweighted sums of signs of residuals

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items (2)

Outlier detection tests based on martingale estimating equations for stochastic processes ⋮ Partially-adaptive robust estimators of location via exponential embedding

Cites Work

• A short-cut test for outliers using residuals
• The Sample Mean Among the Moderate Order Statistics
• Asymptotic Linearity of a Rank Statistic in Regression Parameter
• An Analogue, for Signed Rank Statistics, of Jureckova's Asymptotic Linearity Theorem for Rank Statistics

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