Publicação

A non parametric robust method for the detection of outliers in linear models

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Detalhes bibliográficos
Resumo:The detection of outliers for the standard least squares regression is a problem which has been extensevily studied. Lad Regression diagnostics offers alternative approaches whose main feature is the robustness. In this work, we propose a nonparametric method for detecting outliers in LAD regression models and compare t to other classical methods.
Autores principais:Faria, Susana
Outros Autores:Melfi, Giuseppe
Assunto:Lad regression Robustness Outliers
Ano:2006
País:Portugal
Tipo de documento:outro
Tipo de acesso:acesso aberto
Instituição associada:Universidade do Minho
Idioma:inglês
Origem:RepositóriUM - Universidade do Minho
Descrição
Resumo:The detection of outliers for the standard least squares regression is a problem which has been extensevily studied. Lad Regression diagnostics offers alternative approaches whose main feature is the robustness. In this work, we propose a nonparametric method for detecting outliers in LAD regression models and compare t to other classical methods.