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    Outlier discordancy tests based on saddlepoint approximations

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    https://hdl.handle.net/10217/199812
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    Sleeper_colostate_0053A_15785.pdf (1.114Mb)
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    Abstract
    When testing for the discordancy of a single observed value, a test based on large values of the maximum absolute studentized residual (MASR) or maximum squared studentized residual (MSSR) is known to be optimal, by maximizing the probability of correctly identifying an outlying value, while controlling the risk of a false identification to α. The exact distribution of MASR and MSSR is not known. In its place, the first Bonferroni bound on the distribution of these statistics is commonly used as an outlier test; see Grubbs (1950). We present new approximations to the distribution of MASR or MSSR, ...
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    Author(s)
    Sleeper, Andrew D.

    Advisor(s)
    Scharf, Louis

    Rights Access
    Embargo Expires: 01/07/2022

    Date Issued
    2019
    Format
    born digital; doctoral dissertations
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    • 2000-2019 - CSU Theses and Dissertations
    • Theses and Dissertations - Department of Statistics

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