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Title

A Variance Shift Model for Detection of Outliers in the Mixed Ridge Model

Year: 1398
COI: ISSSC02_037
Language: EnglishView: 166
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Authors

Fateme Rahmi - Department of Statistics, Shahid Chamran University of Ahvaz, Ahvaz, Iran.
Babak Babadi - Department of Statistics, Shahid Chamran University of Ahvaz, Ahvaz, Iran.
Abdolrahman Rasekh - Department of Statistics, Shahid Chamran University of Ahvaz, Ahvaz, Iran.

Abstract:

In this paper a variance shift model for examining a single outlier observation with in ated variance in the mixed ridge model is presented. The score test statistic is proposed to determine whether the ith observation has an in ated variance. A parametric bootstrap procedure is used to obtain empirical dis-tribution of test statistic and a simulation study has been used to show the performance of proposed test.

Keywords:

Variance shift model , Outlier , Mixed ridge model , The Score test Statistic , In ated variance.

Paper COI Code

This Paper COI Code is ISSSC02_037. Also You can use the following address to link to this article. This link is permanent and is used as an article registration confirmation in the Civilica reference:

https://civilica.com/doc/1138058/

How to Cite to This Paper:

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Rahmi, Fateme and Babadi, Babak and Rasekh, Abdolrahman,1398,A Variance Shift Model for Detection of Outliers in the Mixed Ridge Model,Second National Student Statistics Conference,Tehran,https://civilica.com/doc/1138058

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Type of center: دانشگاه دولتی
Paper count: 16,337
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