On the Use of AIC for the Detection of Outliers

DOI10.2307/1268516MaRDI QIDQ3854433zbMATH OpenOpenAlexFDO

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)

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

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