Corpus ID: 204837973

Multiple outlier detection tests for parametric models.

@inproceedings{Bagdonavicius2019MultipleOD,
  title={Multiple outlier detection tests for parametric models.},
  author={Vilijandas Bagdonavicius and Linas Petkevi{\vc}ius},
  year={2019}
}
We propose a simple multiple outlier identification method for parametric location-scale and shape-scale models when the number of possible outliers is not specified. The method is based on a result giving asymptotic properties of extreme z-scores. Robust estimators of model parameters are used defining z-scores. An extensive simulation study was done for comparing of the proposed method with existing methods. For the normal family, the method is compared with the well known Davies-Gather… CONTINUE READING

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