Rejecting Outliers by Maximum Modified Normed Residual

  • Kim, Soon Kwi (Department of Computer Science & Statistics, Seoul National University)
  • Published : 1985.11.25

Abstract

One may be particularly interested in identifying which are the genuinely exceptional observations, in order to create a new insight into the phenomena under study. To detect outliers, many statistics have been proposed such as the maximum normed residual (MNR), a statistic equivalent to the maximum normed residual C. Daniel proposed, studentized residual, standardized residual, and so on. This paper gives a procedure for calculating critical values of the maximum modified normed residual and the distribution of the modified normed residual.

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