V. Bagdonavičius, M. Nikulin, A. Zerbet, “On outliers detection for location-scale and shape-scale families”, Zap. Nauchn. Sem. POMI, 2015, Volume 442,Pages <nobr>5

This article is cited in 1 paper

On outliers detection for location-scale and shape-scale families

V. Bagdonavičius^a, M. Nikulin^b, A. Zerbet^c

^a Department of Mathematical Statistics, University of Vilnius, Lithuania
^b UFR Siences and Modelization, University of Bordeaux, Bordeaux, France
^c FSJES BP 8658 Poste Dakhla Agadir, Maroc

Abstract: The problem of multiple upper outliers detection in samples from location-scale and shape-scale families is considered. A new test statistic is proposed. The critical values of the new test statistic are tabulated by simulation. The power of the new test and other available tests are compared by simulation.

Key words and phrases: location-scale family, non-spurious power, outliers, power comparison, shape-scale family, slippage alternative, Weibull and extreme-value distributions.

UDC: 519.2

Received: 02.11.2015

Language: English