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- W1987804533 abstract "The power and level breakdown points measure the global reliability of a test in robust statistics. However, they cannot give enough information about the reliability of a test if outliers are small. Hence, mean success rate (MSR) of a test for outliers (such as data snooping, τ -test) was introduced. But, the MSRs of tests for outliers are small. To increase the MSRs of tests for outliers, we propose a new repetitive test procedure where the weights of the randomly chosen m max observations are increased to the same large value such as 4. m max is the number of all possible outliers. The test procedure is repeated for a given number of times and tested on a linear regression by a simulation. One hundred generated samples with random errors distributed normally were chosen. Random and influential outliers are considered in the tail regions and in the whole region of a sample. These outliers are randomly generated 100 times for each simulated sample. Repeating the new test procedure only 20 times, the MSR of data snooping and also the MSR of τ-test are increasedfor one outlier lying between 3σ and 6σ at a rate of 10% and 20% respectively." @default.
- W1987804533 created "2016-06-24" @default.
- W1987804533 creator A5053960330 @default.
- W1987804533 date "2005-10-01" @default.
- W1987804533 modified "2023-10-16" @default.
- W1987804533 title "INCREASING RELIABILITY OF THE TEST FOR OUTLIERS WHOSE MAGNITUDE IS SMALL" @default.
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- W1987804533 doi "https://doi.org/10.1179/sre.2005.38.298.274" @default.
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