Design-based estimation for geometric quantiles with application to outlier detection

نویسندگان

  • Mohamed Chaouch
  • Camelia Goga
چکیده

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Design-Based Estimation for Geometric Quantiles

In this paper, we are interested in estimating geometric quantiles when data are obtained in a complex survey. Geometric quantiles defined by Chaudhuri (1996) are an extension of univariate quantiles in the multivariate set-up that uses the geometry of multivariate data clouds. A very important application of them is the detection of outliers in multivariate data through quantile contours. This...

متن کامل

Application of Recursive Least Squares to Efficient Blunder Detection in Linear Models

In many geodetic applications a large number of observations are being measured to estimate the unknown parameters. The unbiasedness property of the estimated parameters is only ensured if there is no bias (e.g. systematic effect) or falsifying observations, which are also known as outliers. One of the most important steps towards obtaining a coherent analysis for the parameter estimation is th...

متن کامل

Identification of outliers types in multivariate time series using genetic algorithm

Multivariate time series data, often, modeled using vector autoregressive moving average (VARMA) model. But presence of outliers can violates the stationary assumption and may lead to wrong modeling, biased estimation of parameters and inaccurate prediction. Thus, detection of these points and how to deal properly with them, especially in relation to modeling and parameter estimation of VARMA m...

متن کامل

Estimation of E(Y) from a Population with Known Quantiles

‎In this paper‎, ‎we  consider the problem of  estimating E(Y) based on a simple random sample when at least one of the population quantiles is known‎. ‎We propose a stratified estimator of  E(Y)‎, ‎and show that it is strongly consistent‎. ‎We then establish the asymptotic normality of the suggested estimator‎, ‎and prove that it ...

متن کامل

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...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Computational Statistics & Data Analysis

دوره 54  شماره 

صفحات  -

تاریخ انتشار 2010