Showing 1 - 10 of 152
We consider a new estimator of scale for exponential samples which is most B-robust in the sense of Hampel et al. (1986). This estimator is compared with two other estimators which were proposed by Rousseeuw and Croux (1993) but for a Gaussian model. All three estimators have the same breakdown...
Persistent link: https://www.econbiz.de/10010955474
We consider a new estimator of scale for exponential samples which is most B-robust in the sense of Hampel et al. (1986). This estimator is compared with two other estimators which were proposed by Rousseeuw and Croux (1993) but for a Gaussian model. All three estimators have the same breakdown...
Persistent link: https://www.econbiz.de/10010467734
Persistent link: https://www.econbiz.de/10010982316
In this paper the task of identifying outliers in exponential samples is treated conceptionally in the sense of Davies and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical approximation of such a region also called an outlier...
Persistent link: https://www.econbiz.de/10010982383
In this paper the task of identifying outliers in exponential samples is treated conceptionally in the sense of Davies and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical approximation of such a region also called an outlier...
Persistent link: https://www.econbiz.de/10010316456
Persistent link: https://www.econbiz.de/10010316457
In this paper the task of identifying outliers in exponential samples is treated conceptionally in the sense of Davies and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical approximation of such a region also called an outlier...
Persistent link: https://www.econbiz.de/10010467718
A new fully automatic procedure for the construction of histograms is proposed. It consists of constructing both a regular and an irregular histogram and then choosing between the two. To choose the number of bins in the irregular histogram, two different penalties motivated by recent work in...
Persistent link: https://www.econbiz.de/10008864049
We discuss moving window techniques for fast extraction of a signal comprising monotonic trends and abrupt shifts from a noisy time series with irrelevant spikes. Running medians remove spikes and preserve shifts, but they deteriorate in trend periods. Modified trimmed mean filters use a robust...
Persistent link: https://www.econbiz.de/10009216842
Even for a well-trained statistician the construction of a histogram for a given real-valued set is a sifficult problem. It is even more difficult to construct a fully automatic procedure which specifies the number and widths of the binss in a satisfactory manner for a wide range of data sets....
Persistent link: https://www.econbiz.de/10009216843