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http://dx.doi.org/10.5351/KJAS.2014.27.2.307

A Test on a Specific Set of Outlier Candidates in a Linear Model  

Seo, Han Son (Department of Applied Statistics, Konkuk University)
Yoon, Min (Department of Statistics, Pukyong National University)
Publication Information
The Korean Journal of Applied Statistics / v.27, no.2, 2014 , pp. 307-315 More about this Journal
Abstract
An exact distribution of the test statistic to test for multiple outlier candidates does not generally exist; therefore, tests of individual outliers (or tests using simulated critical-values) are usually conducted instead of testing for groups of outliers. This article is on procedures to test outlying observations. We suggest a method that can be applied to arbitrary observations or multiple outlier candidates detected by an outlier detecting method. A Monte Carlo study performance is used to compare the proposed method with others.
Keywords
Linear regression model; outlier test; robust method;
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