A Sequential Testing Procedure for Outliers and Structural Change
In this paper a test for outliers based on externally studentized residuals is shown to be related to a test for predictive failure. The relationships between a test for outliers, a test for a correlated mean shift and a test for an intercept shift are developed. A sequential testing procedure for o...
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| Main Authors: | , |
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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
1988
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/357 |
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| 機構: | Singapore Management University |
| 語言: | English |