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  • Search: subject:"influential data"
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Extreme value index 1 Influential data points 1 Pareto-type distribution 1 Robustness 1 Tail index estimation 1 added variable plot 1 adjusted normal regression 1 high leverage points 1 influential data 1
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Undetermined 2
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Article 2
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Chien, Li-Chu 1 Dierckx, Goedele 1 Hubert, Mia 1 Vanpaemel, Dina 1
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Computational Statistics & Data Analysis 1 Journal of Applied Statistics 1
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RePEc 2
Showing 1 - 2 of 2
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Detecting influential data points for the Hill estimator in Pareto-type distributions
Hubert, Mia; Dierckx, Goedele; Vanpaemel, Dina - In: Computational Statistics & Data Analysis 65 (2013) C, pp. 13-28
Pareto-type distributions are extreme value distributions for which the extreme value index γ0. Classical estimators for γ0, like the Hill estimator, tend to overestimate this parameter in the presence of outliers. The empirical influence function plot, which displays the influence that each...
Persistent link: https://www.econbiz.de/10011056557
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A robust diagnostic plot for explanatory variables under model mis-specification
Chien, Li-Chu - In: Journal of Applied Statistics 38 (2011) 1, pp. 113-126
A typical added variable plot is a commonly used plot in assessing the accuracy of a normal linear model. This plot is often used to evaluate the effect of adding an explanatory variable into the model and to detect possibly high leverage points or influential observations on the added variable....
Persistent link: https://www.econbiz.de/10008773840
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