Communications for Statistical Applications and Methods

  • 제19권3호
  • /
  • Pages.333-344
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  • 2012
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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First Order Difference-Based Error Variance Estimator in Nonparametric Regression with a Single Outlier

  • 투고 : 2012.02.20
  • 심사 : 2012.03.16
  • 발행 : 2012.05.31
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초록

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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참고문헌

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피인용 문헌

  1. On Rice Estimator in Simple Regression Models with Outliers vol.26, pp.3, 2013, https://doi.org/10.5351/KJAS.2013.26.3.511