Assessing the Accuracy of Outlier Tests in Nonlinear Regression

  • 강명욱; 
  • 김보영

초록

Given the specific mean shift outlier model, the standard approaches to obtaining test statistics for outliers are discussed. Accuracy of outlier tests is investigated using subset curvatures. These subset curvatures appear to be reliable indicators of the adequacy of the linearization based test. Also, we consider obtaining graphical summaries of uncertainty in estimating parameters through confidence curves. The results are applied to the problem of assessing the accuracy of outlier tests.

키워드

Mean shift outlier model; outlier test; curvaturemeasure; confidence curves
제목
Assessing the Accuracy of Outlier Tests in Nonlinear Regression
저자
강명욱; 김보영
발행일
2009-01
저널명
Communications for Statistical Applications and Methods
권
16
호
1
페이지
163 ~ 168