Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
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OUTLIER DETECTION BASED ON A CHANGE OF LIKELIHOOD

  • Published : 2008.09.30
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Abstract

A general method of detecting outliers based on a change of likelihood by using the influence function is suggested. It can be applied to all kinds of distributions that are specified by parameters. For the multivariate normal case, specific computations are made to get the corresponding conditional influence function. A numerical example is provided for illustration.

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