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Bandwidth selection is an important problem of kernel density estimation. Traditional simple and quick bandwidth selectors usually oversmooth the density estimate. Existing sophisticated selectors usually have computational difficulties and occasionally do not exist. Besides, they may not be...
Persistent link: https://www.econbiz.de/10010549781
The discordancy test for multiple outliers is complicated by problems of masking and swamping. The key to the settlement of the question lies in the determination of k , i.e. the number of 'contaminants' in a sample. Great efforts have been made to solve this problem in recent years, but no...
Persistent link: https://www.econbiz.de/10005639815
T = \[x + … + x ]/ Sigma x (T*= \[x + … + x ] Sigma x ) is the max k (n- k+ 1 ) (n) i k ( 1 ) (k) i imum likelihood ratio test statistic for k upper ( lower ) outliers in an exponential sample x , …, x . The null distributions of T for k= 1,2 were given by Fisher and by Kimber 1 n k and...
Persistent link: https://www.econbiz.de/10005639837