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Outlier discordancy tests based on saddlepoint approximations

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dc.contributor.authorSleeper, Andrew D., author
dc.contributor.authorScharf, Louis, advisor
dc.contributor.authorBoes, Duane, committee member
dc.contributor.authorBreidt, Jay, committee member
dc.contributor.authorJayasumana, Anura, committee member
dc.date.accessioned2020-01-13T16:41:54Z
dc.date.available2022-01-07T16:41:53Z
dc.date.issued2019
dc.description.abstractWhen 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, based on saddlepoint approximations of the density of statistics calculated from truncated normal random variables. These approximations are developed in three settings: a one-sample case, univariate regression, and multivariate regression. In comparisons with three versions of Bonferroni bounds and a Monte Carlo simulation, the saddlepoint approximations are shown to perform well in a wide range of situations, especially at larger sample size. The saddlepoint approximations also calculate faster than the improved versions of Bonferroni bounds.
dc.format.mediumborn digital
dc.format.mediumdoctoral dissertations
dc.identifierSleeper_colostate_0053A_15785.pdf
dc.identifier.urihttps://hdl.handle.net/10217/199812
dc.languageEnglish
dc.language.isoeng
dc.publisherColorado State University. Libraries
dc.relation.ispartof2000-2019
dc.rightsCopyright and other restrictions may apply. User is responsible for compliance with all applicable laws. For information about copyright law, please see https://libguides.colostate.edu/copyright.
dc.subjectdiscordancy test
dc.subjectsaddlepoint approximation
dc.subjectoutlier test
dc.subjectBonferroni bounds
dc.titleOutlier discordancy tests based on saddlepoint approximations
dc.typeText
dcterms.embargo.expires2022-01-07
dcterms.embargo.terms2022-01-07
dcterms.rights.dplaThis Item is protected by copyright and/or related rights (https://rightsstatements.org/vocab/InC/1.0/). You are free to use this Item in any way that is permitted by the copyright and related rights legislation that applies to your use. For other uses you need to obtain permission from the rights-holder(s).
thesis.degree.disciplineStatistics
thesis.degree.grantorColorado State University
thesis.degree.levelDoctoral
thesis.degree.nameDoctor of Philosophy (Ph.D.)

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