Outlier detection and robust estimation of scale

DOI10.1080/00949658708810981MaRDI QIDQ3740046zbMATH OpenOpenAlexFDO

Authors 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

A-estimatorbackwards- stepping outlier detection procedurebreakdowncomputer simulationsredescending influencerobust scale estimatorsymmetric and asymmetric contamination models

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(9)

• Convergence rates in multivariate robust outlier identification
• Robust estimation of skew-normal parameters with application to outlier labelling
• Outlier Robust Finite Population Estimation
• Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density
• Robust scale estimation under shifts in the mean
• scientific article; zbMATH DE number 7508936 (Why is no real title available?)
• Goodness-of-fit-based outlier detection for Phase I monitoring
• Detection of a pair of outliers in a sample from a Gumbel distribution with known scale parameter
• High breakdown analogs of the trimmed mean

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