Accommodation of outliers by robust MML estimation for spatial autoregressive model

Sweta Shukla (), S. Lalitha () and Pulkit Srivastava ()
Additional contact information
Sweta Shukla: Institute of Applied Sciences and Humanities, GLA University
S. Lalitha: University of Allahabad
Pulkit Srivastava: Faculty of Mathematical Sciences, University of Delhi

International Journal of System Assurance Engineering and Management, 2023, vol. 14, issue 1, No 20, 293-306

Abstract: Abstract Some outliers might be undetected even after using the outlier detection procedures. In this paper, an accommodation procedure for such undetected outliers is discussed, which is done by robust modified maximum likelihood (MML) estimation of Type II censored sample for a Spatial Autoregressive (SAR) model. A new method is proposed for determining the number of observation to be censored to obtain robust parameter estimates. Next, a Monte-Carlo simulation study is carried to assess the robustness of the obtained MML estimators for both the normal and the contaminated normal models. Also, asymptotic variances, covariances, and distributional results are obtained for the MML estimators.

Keywords: MML estimation; Spatial autoregressive model; Outlier; Robust; Type II censoring (search for similar items in EconPapers)
Date: 2023
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s13198-023-01856-w Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:ijsaem:v:14:y:2023:i:1:d:10.1007_s13198-023-01856-w

Ordering information: This journal article can be ordered from
http://www.springer.com/engineering/journal/13198

DOI: 10.1007/s13198-023-01856-w

Access Statistics for this article

International Journal of System Assurance Engineering and Management is currently edited by P.K. Kapur, A.K. Verma and U. Kumar

More articles in International Journal of System Assurance Engineering and Management from Springer, The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().