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Detection of the numbers of outliers present in a data set using an information theoretic criterion |
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| Authors: | Bhandary Madhusudan |
| Institution: | Department of Statistics , North Dakota State University , P.O. Box 5075,Minard 300, Fargo, 58105, ND |
| Abstract: | We use an information theoretic criterion proposed by Zhao, Krishnaiah and Bai (1986) to detect the number of outliers in a data set. We consider univariable mean-slippage and dispersion-slippage outlier structure of the observations. Multivariate generalizations and the consistency of the estimates are also considered. Numerical examples are presented in tables. |
| Keywords: | dispersion-slippage outlier mean-slippage outlier information theoretic criterion union-intersection principle multivariate outlier consistency |