On the Use of AIC for the Detection of Outliers

DOI10.2307/1268516zbMATH Open0421.62008OpenAlexW4255253719MaRDI QIDQ3854433FDOQ3854433

Authors: Genshiro Kitagawa 

Publication date: 1979

Full work available at URL: https://doi.org/10.2307/1268516

zbMATH Keywords

entropyAICmodelingdetection of outliersnumerical illustrations

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Parametric hypothesis testing (62F03)

Cited In (6)

• Selecting sub-set autoregressions from outlier contaminated data.
• Automatic detection of discordant outliers via the Ueda's method
• Maximum likelihood estimation in the presence of outiliers
• A quasi Bayesian approach to outlier detection
• Quasi-Bayesian modelling of multivariate outliers
• Model selection and Akaike's information criterion (AIC): The general theory and its analytical extensions

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