Mathematical Research Data Initiative
Main page
Recent changes
Random page
SPARQL
MaRDI@GitHub
New item
Special pages
In other projects
MaRDI portal item
Discussion
View source
View history
English
Log in

An Approximate Test for Outliers in Linear Models

From MaRDI portal
Publication:4048418
Jump to:navigation, search

DOI10.2307/1268011zbMATH Open0295.62057OpenAlexW4255332898MaRDI QIDQ4048418FDOQ4048418


Authors: Philip Prescott Edit this on Wikidata


Publication date: 1975


Full work available at URL: https://doi.org/10.2307/1268011





Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)



Cited In (9)

  • A quasi-Bayesian analysis of regression outliers using Akaike's predictive likelihood
  • On the upper bounds of test statistics for a single outlier test in linear regression models
  • A comparison of some quick algorithms for robust regression
  • Influence measures in affine combination type regression
  • Unified scheme for testing for outliers in linear models
  • A review of robust regression and diagnostic procedures in linear regression
  • Cluster-based multivariate outlier identification and re-weighted regression in linear models
  • Critical values for testing for a single outlier in a nonlinear regression model
  • Estimation effects on powers of two simple test statistics in identifying an outlier in linear models





This page was built for publication: An Approximate Test for Outliers in Linear Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4048418)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:4048418&oldid=17776080"
Tools
What links here
Related changes
Printable version
Permanent link
Page information
This page was last edited on 6 February 2024, at 03:42. Warning: Page may not contain recent updates.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki