Effect of correlation on the estimation of a mean in the presence of spurious observations

DOI10.2307/3315050zbMath0409.62089OpenAlexW2040745341MaRDI QIDQ4197245

George C. Tiao, Irwin Guttman

Publication date: 1978

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315050

zbMATH Keywords

OutliersRobustnessAutocorrelationProtectionPremiumSpuriousnessEquicorrelationMean-ShiftMedian Trimmed Mean

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (10)

Jump detection in high-frequency financial data using wavelets ⋮ A note on the rubustness of the lilliefors test for univariate normality with respect to equicorrelated data ⋮ A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS ⋮ A note on the effect of simple equicorrelation in detecting a spurious multivariate observation ⋮ Premium and protection of a response estimation procedure for two-way tables when outliers occur ⋮ Outlier detection for stationary time series ⋮ A complete solution to the problem of robustness of Grubbs's test ⋮ Innovational Outliers in INAR(1) Models ⋮ Effect of equicorrelation in detecting a spurious observation ⋮ Outlier–robust spectral estimation for spatial lattice processes

Cites Work

• The behavior of robust estimators on dependent data
• Rejection of Outliers
• Care and Handling of Univariate Outliers in the General Linear Model to Detect Spuriosity: A Bayesian Approach
• The Effect of Serial Correlation on the Performance of CUSUM Tests
• A fast procedure for generating normal random variables
• Bayesian Analysis of the Regression Model With Autocorrelated Errors
• Investigation of Rules for Dealing with Outliers in Small Samples from the Normal Distribution: I: Estimation of the Mean
• Premium and Protection of Several Procedures for Dealing with Outliers When Sample Sizes Are Moderate to Large
• Sample Criteria for Testing Outlying Observations

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