An Approximate Test for Outliers in Linear Models
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Publication:4048418
DOI10.2307/1268011zbMATH Open0295.62057OpenAlexW4255332898MaRDI QIDQ4048418FDOQ4048418
Authors: Philip Prescott
Publication date: 1975
Full work available at URL: https://doi.org/10.2307/1268011
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
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