A Robust Test for Location Parameters in Multivariate Data

A Randomness Test for Stable Data

In this paper, we propose a new method for checking randomness of non-Gaussian stable data based on a characterization result. This method is more sensitive with respect to non-random data compared to the well-known non-parametric randomness tests.

Multivariate Location: Robust Estimators And Inference

Outlier test for a group of multivariate observations

Assume that we have m independent random samples each of size n from Np(; ) and our goal is to test whether or not the ith sample is an outlier (i=1,2,…..m). To date it is well known that a test statistics exist whose null distribution is Betta and given the relationship between Betta and F distribution, an F test statistic can be used. In the statistical literature however a clear and preci...

A Lagrangian Decomposition Algorithm for Robust Green Transportation Location Problem

In this paper, a green transportation location problem is considered with uncertain demand parameter. Increasing robustness influences the number of trucks for sending goods and products, caused consequently, increase the air pollution. In this paper, two green approaches are introduced which demand is the main uncertain parameter in both. These approaches are addressed to provide a trade-off b...

A statistical test for outlier identification in data envelopment analysis

In the use of peer group data to assess individual, typical or best practice performance, the effective detection of outliers is critical for achieving useful results. In these ‘‘deterministic’’ frontier models, statistical theory is now mostly available. This paper deals with the statistical pared sample method and its capability of detecting outliers in data envelopment analysis. In the prese...