Arbeitspapier
The identification of outliers in exponential samples
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 identifier is mainly dependent on some estimator of the unknown scale parameter. The worst case behaviour of several reasonable outlier identifiers is investigated thoroughly and it is shown that only robust estimators of scale should be used to construct reliable identifiers. These findings lead to the recommendation of an outlier identifier that is based on a standardized version of the sample median.
- Language
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Englisch
- Bibliographic citation
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Series: Technical Report ; No. 1998,26
- Subject
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Outlier identifier
breakdown point
masking
swamping
maximum asymptotic bias
robustness
- Event
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Geistige Schöpfung
- (who)
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Schultze, Verena
Pawlitschko, Jörg
- Event
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Veröffentlichung
- (who)
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Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
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Dortmund
- (when)
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1998
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Schultze, Verena
- Pawlitschko, Jörg
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 1998
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