Testing upper and lower outlier paris in gamma samples
From MaRDI portal
Recommendations
- Discordancy Testing in Gamma Samples with Both Parameters Unknown
- The null distribution of the likelihood-ratio test for two upper outliers in a gamma sample
- Testing for Upper Outliers in Gamma Sample
- Locally best invariant test for outliers in a gamma type distribution
- Comments on ``Detecting outliers in gamma distribution by M. Jabbari Nooghabi et al. (2010)
Cites work
- A simulation study of bias in estimation of variance by bootstrap linear regression model
- Bootstrap methods: another look at the jackknife
- Bootstrapping regression models
- Estimated sampling distributions: The bootstrap and competitors
- On the asymptotic accuracy of Efron's bootstrap
- Some asymptotic theory for the bootstrap
- Two Robust Alternatives to Least-Squares Regression
Cited in
(8)- A procedure for testing suspected observations
- Exact distributions of tests of outliers for exponential samples
- Testing for Upper Outliers in Gamma Sample
- Discordancy Testing in Gamma Samples with Both Parameters Unknown
- The null distribution of the likelihood-ratio test for two upper outliers in a gamma sample
- Tests for upper outliers in the two-parameter exponential distribution
- Test for multiple upper outliers in an exponential sample irrespective of origin
- Comments on ``Detecting outliers in gamma distribution by M. Jabbari Nooghabi et al. (2010)
This page was built for publication: Testing upper and lower outlier paris in gamma samples
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3471363)
