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Time series monitoring methods, such as the Brown and Trigg methods, have the purpose of detecting pattern breaks (or “signals”) in time series data reliably and in a timely fashion. Traditionally, researchers have used the average run length statistic (ARL) on results from generated signal...
Persistent link: https://www.econbiz.de/10009441237
access to European markets, and the presence of many outliers due to different reasons. These factors must be considered in …
Persistent link: https://www.econbiz.de/10009444101
. However, these sample statistics are notoriously susceptible to contamination by outliers, a problem compounded by the fact … that the outliers may be invisible to conventional diagnostics. High-breakdown estimation is a procedure designed to remove … this cause for concern by producing estimates that are immune to serious distortion by a minority of outliers, regardless …
Persistent link: https://www.econbiz.de/10009448000
, overall caseload acuity profiles, case length, and acuity differentials. Normal distributions and outliers were analyzed and …
Persistent link: https://www.econbiz.de/10009466078
the psychological literature to the effect that non-normality and outliers have on the power of a given statistical test …
Persistent link: https://www.econbiz.de/10009475066
A Monte Carlo simulation was used to generate data for a comparison of five robust regression estimation methods with ordinary least squares (OLS) under 36 different outlier data configurations. Two of the robust estimators, Least Absolute Value (LAV) estimation and MM estimation, are...
Persistent link: https://www.econbiz.de/10009475082
outliers and influential observations. A variety of diagnostic methods are employed to identify these influential observations … methods utilised proved incapable of identifying or accommodating the gross outlier(s) in the data, the more successful …
Persistent link: https://www.econbiz.de/10009476844
This paper examines the impact that a currency target zone has on short-term interest rates. For a number of countries in the European Monetary System, we characterize the short rate using a regime-switching model that allows fbr a differently parameterized mean-reverting square-root process in...
Persistent link: https://www.econbiz.de/10009448628
moderate outlier, an extreme outlier, or both a moderate and extreme outlier. Students who saw any of the outliers expected to …
Persistent link: https://www.econbiz.de/10009450239
. Secondly, we derive a new method DOUW (detecting outliers using weights) which may be used to fit logistic regression models … robustly and for the detection of outliers.In the first problem, the focus is on a measure which may be used to study the … problem, the focus is on providing a robust logistic regression fit andthe identification of outliers. It is well-known that …
Persistent link: https://www.econbiz.de/10009455950