Examination of the Behaviour of Tests for Outliers When More than One Outlier is Present
P. Prescott
Journal of the Royal Statistical Society Series C, 1978, vol. 27, issue 1, 10-25
Abstract:
A graphical method is described for the examination of the behaviour of tests for outliers when one or two outliers of varying magnitude are present in the data. The method involves computing a sensitivity surface for the test statistic and, from this surface, determining contours corresponding to selected critical values. The contour diagrams so formed give an indication of the behaviour of the test statistic for a variety of data configurations. The tests for the single sample case include one‐outlier tests, many‐outlier tests and sequentially applied tests for a specified maximum number of outliers.
Date: 1978
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Persistent link: https://EconPapers.repec.org/RePEc:bla:jorssc:v:27:y:1978:i:1:p:10-25
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