Outlier identification and robust parameter estimation in a zero-inflated Poisson model |
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Authors: | Jun Yang Min Xie Thong Ngee Goh |
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Institution: | 1. Department of System Engineering of Engineering Technology , BeiHang University , Beijing, 100191, People's Republic of China;2. Department of Industrial and Systems Engineering , National University of Singapore , Singapore, 119260, Singapore |
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Abstract: | The Zero-inflated Poisson distribution has been used in the modeling of count data in different contexts. This model tends to be influenced by outliers because of the excessive occurrence of zeroes, thus outlier identification and robust parameter estimation are important for such distribution. Some outlier identification methods are studied in this paper, and their applications and results are also presented with an example. To eliminate the effect of outliers, two robust parameter estimates are proposed based on the trimmed mean and the Winsorized mean. Simulation results show the robustness of our proposed parameter estimates. |
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Keywords: | zero-inflated Poisson distribution outlier identification robust estimation trimmed mean Winsorized mean |
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