Abstract
In this paper, we given an approach for detecting one or more outliers in randomized linear model. The likelihood ratio test statistic and its distributions under the null hypothesis and the alternative hypothesis are given. Furthermore, the robustness of the test statistic in a certain sense is proved. Finally, the optimality properties of the test are derived.
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Liming, X., Lei, S. Outlier test in randomized linear model. Appl. Math. 9, 65–75 (1994). https://doi.org/10.1007/BF02662027
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DOI: https://doi.org/10.1007/BF02662027
Key words
- Randomized Linear Model
- Outliers
- Likelihood Ratio Test
- Uniformly Most Powerfull Invariant (UMPI)
- Uniformly Most Powerfull Unbiased (UMPU)