𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Detecting Over-Influential Observations in Time Series

✍ Scribed by Bernard Lefrançois

Book ID
124299716
Publisher
Oxford University Press
Year
1991
Tongue
English
Weight
1023 KB
Volume
78
Category
Article
ISSN
0006-3444

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Influential Observations in Time Series
Influential Observations in Time Series
✍ Daniel Peña 📂 Article 📅 1990 🏛 American Statistical Association 🌐 English ⚖ 282 KB

This article studies how to identify influential observations in univariate autoregressive integrated moving average time series models and how to measure their effects on the estimated parameters of the model. The sensitivity on the parameters to the presence of either additive or innovational outl

A statistical test for detecting influen
A statistical test for detecting influential observations in DEA
✍ Jesús T. Pastor; José L. Ruiz; Inmaculada Sirvent 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 171 KB

This paper deals with the problem of detecting in¯uential observations in deterministic nonparametric DEA models. The technique we present is intended to classify for a further analysis those sample observations considerably aecting the measured eciency for the remaining units. Then, the analyst wil