OUTLIER DETECTION TESTS BASED ON MARTINGALE ESTIMATING EQUATIONS FOR STOCHASTIC-PROCESSES

[摘要] An outlier detection test related to a robustified score test is proposed and compared with the sign test and other tests based on functions of estimated residuals. Examples of an autoregressive process and a regression model with autoregressive errors are presented to illustrate the techniques.

[发布日期] 1994-10-01

[关键词] OUTLIER DETECTION;ESTIMATING FUNCTION