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Testing adequacy of linear random models

 

作者: T.N. Es,   H. Martens,  

 

期刊: Statistics  (Taylor Available online 1987)
卷期: Volume 18, issue 3  

页码: 323-331

 

ISSN:0233-1888

 

年代: 1987

 

DOI:10.1080/02331888708802023

 

出版商: Akademie-Verlag

 

关键词: Outlier;multivariate;regression;linear model;least squares;best linear predictor

 

数据来源: Taylor

 

摘要:

The report is devoted to detection of multivariate abnormal observastions in linear random models. An outlier detection criterion based on residuals from best lineat prediction (best with respect to mean squared error) of the unknown random component is presented and analysed. The relationship between outliers in random and fixed models is investigated. It is shown that the best linear predictor criterion is a sum of two variables. One of the variables in the sum may be use to detect abnormal values of the random component

 

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