✦ LIBER ✦

Testing normality in the presence of outliers

✍ Scribed by Daniele Coin

Publisher: Springer
Year: 2007
Tongue: English
Weight: 196 KB
Volume: 17
Category: Article
ISSN: 1613-981X
DOI: 10.1007/s10260-007-0046-8

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for ARCH in the presence of addi

Testing for ARCH in the presence of additive outliers

✍ Dick Van Dijk; Philip Hans Franses; André Lucas 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 279 KB 👁 2 views

In this paper we investigate the properties of the Lagrange Multiplier [LM] test for autoregressive conditional heteroscedasticity (ARCH) and generalized ARCH (GARCH) in the presence of additive outliers (AOs). We show analytically that both the asymptotic size and power are adversely aected if AOs

Testing for Multivariate Outliers in the

Testing for Multivariate Outliers in the Presence of Missing Data

✍ W. A. Woodward<ORF RID="A1">; S. R. Sain<ORF RID="A1">; H. L. Gray<ORF RID="A1"> 📂 Article 📅 2002 🏛 Springer 🌐 English ⚖ 187 KB

Preliminary test interval estimation in

Preliminary test interval estimation in life testing in the presence of outliers

✍ S.K. Johri; V.P. Gupta 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 384 KB

Estimation after preliminary test of sig

Estimation after preliminary test of significance in life testing in the presence of outliers

✍ S.K. Johri; V.P. Gupta 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 373 KB

Estimation of Exponential Parameters in

Estimation of Exponential Parameters in the Presence of Outliers

✍ E. S. Jeevanand; N. Unnikrishnan Nair 📂 Article 📅 1993 🏛 John Wiley and Sons 🌐 English ⚖ 259 KB 👁 2 views

Monitoring and adjusting forecasts in th

Monitoring and adjusting forecasts in the presence of additive outliers

✍ Steven Hillmer 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 555 KB

The effect of an additive outlier upon the accuracy of forecasts derived from extrapolative methods is investigated. It is demonstrated that an outlier affects not only the accuracy of the forecasts at the time of occurrence but also subsequent forecasts. Methods to adjust for additive outliers are