Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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First Order Difference-Based Error Variance Estimator in Nonparametric Regression with a Single Outlier

  • Received : 2012.02.20
  • Accepted : 2012.03.16
  • Published : 2012.05.31
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Abstract

We consider some statistical properties of the first order difference-based error variance estimator in nonparametric regression models with a single outlier. So far under an outlier(s) such difference-based estimators has been rarely discussed. We propose the first order difference-based estimator using the leave-one-out method to detect a single outlier and simulate the outlier detection in a nonparametric regression model with the single outlier. Moreover, the outlier detection works well. The results are promising even in nonparametric regression models with many outliers using some difference based estimators.

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References

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