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In this paper the task of identifying outliers in exponential samples is treated conceptionally in the sense of Davies and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical approximation of such a region also called an outlier...
Persistent link: https://www.econbiz.de/10010467718
This paper deals with the problem of estimating the location parameter of a two parameter exponential distribution in case of contaminated data. Since in this case the sample minimum is an extremely unreliable estimator, robust alternatives are necessary. We investigate two types of estimators...
Persistent link: https://www.econbiz.de/10009777486
We consider a new estimator of scale for exponential samples which is most B-robust in the sense of Hampel et al. (1986). This estimator is compared with two other estimators which were proposed by Rousseeuw and Croux (1993) but for a Gaussian model. All three estimators have the same breakdown...
Persistent link: https://www.econbiz.de/10010467734
In their paper, Davies and Gather (1993) formalized the task of outlier identification, considering also certain performance criteria for outlier identifiers. One of those Criteria, the maximum asymptotic bias, is carried over here to multivariate outlier identifiers. We show how this term...
Persistent link: https://www.econbiz.de/10010955406