On Some Aspects of Outliers in Econometric Models

On Some Aspects of Outliers in Econometric Models
Title On Some Aspects of Outliers in Econometric Models PDF eBook
Author P. Manohar
Publisher LAP Lambert Academic Publishing
Pages 192
Release 2013
Genre
ISBN 9783659389702

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In the present book, Chapter I gives the introduction about the concept of outliers along with the statistical inference in linear regression model. The various test statistics for detecting outliers such as Maximum Normed Residual, Extreme Studentized Deviation, Studentized Range, Kurtosis, R-Statistic, Maximum Eigen differences Least Medium Squares (LMS) estimator, Mahalanobis Distance, Cooks Distance, DFFITS, DF BETAS, COVRATIO, Scale ratio, Gap Test Statistic and 2-sigma Region have been described in Chapter II. Different test procedures to detect the outliers have been reviewed in brief in Chapter III. In Chapter IV some new tests for detecting outliers have been suggested based on different types of residuals and dummy variables.The summary and conclusions along with plan for the future research have been in Chapter V. Several research articles and related books are presented under BIBLIOGRAPHY.

Outlier Analysis

Outlier Analysis
Title Outlier Analysis PDF eBook
Author Charu C. Aggarwal
Publisher Springer
Pages 481
Release 2016-12-10
Genre Computers
ISBN 3319475789

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This book provides comprehensive coverage of the field of outlier analysis from a computer science point of view. It integrates methods from data mining, machine learning, and statistics within the computational framework and therefore appeals to multiple communities. The chapters of this book can be organized into three categories: Basic algorithms: Chapters 1 through 7 discuss the fundamental algorithms for outlier analysis, including probabilistic and statistical methods, linear methods, proximity-based methods, high-dimensional (subspace) methods, ensemble methods, and supervised methods. Domain-specific methods: Chapters 8 through 12 discuss outlier detection algorithms for various domains of data, such as text, categorical data, time-series data, discrete sequence data, spatial data, and network data. Applications: Chapter 13 is devoted to various applications of outlier analysis. Some guidance is also provided for the practitioner. The second edition of this book is more detailed and is written to appeal to both researchers and practitioners. Significant new material has been added on topics such as kernel methods, one-class support-vector machines, matrix factorization, neural networks, outlier ensembles, time-series methods, and subspace methods. It is written as a textbook and can be used for classroom teaching.

Identification of Outliers

Identification of Outliers
Title Identification of Outliers PDF eBook
Author D. Hawkins
Publisher Springer Science & Business Media
Pages 194
Release 2013-04-17
Genre Science
ISBN 9401539944

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The problem of outliers is one of the oldest in statistics, and during the last century and a half interest in it has waxed and waned several times. Currently it is once again an active research area after some years of relative neglect, and recent work has solved a number of old problems in outlier theory, and identified new ones. The major results are, however, scattered amongst many journal articles, and for some time there has been a clear need to bring them together in one place. That was the original intention of this monograph: but during execution it became clear that the existing theory of outliers was deficient in several areas, and so the monograph also contains a number of new results and conjectures. In view of the enormous volume ofliterature on the outlier problem and its cousins, no attempt has been made to make the coverage exhaustive. The material is concerned almost entirely with the use of outlier tests that are known (or may reasonably be expected) to be optimal in some way. Such topics as robust estimation are largely ignored, being covered more adequately in other sources. The numerous ad hoc statistics proposed in the early work on the grounds of intuitive appeal or computational simplicity also are not discussed in any detail.

Outliers in Nonlinear Time Series Econometrics

Outliers in Nonlinear Time Series Econometrics
Title Outliers in Nonlinear Time Series Econometrics PDF eBook
Author Jussi Tolvi
Publisher
Pages 148
Release 2001
Genre Econometrics
ISBN

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Introductory Statistics

Introductory Statistics
Title Introductory Statistics PDF eBook
Author Openstax
Publisher
Pages 914
Release 2022-03-23
Genre Mathematics
ISBN 9788565775120

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Introductory Statistics follows scope and sequence requirements of a one-semester introduction to statistics course and is geared toward students majoring in fields other than math or engineering. The text assumes some knowledge of intermediate algebra and focuses on statistics application over theory. Introductory Statistics includes innovative practical applications that make the text relevant and accessible, as well as collaborative exercises, technology integration problems, and statistics labs. Senior Contributing Authors Barbara Illowsky, De Anza College Susan Dean, De Anza College Contributing Authors Daniel Birmajer, Nazareth College Bryan Blount, Kentucky Wesleyan College Sheri Boyd, Rollins College Matthew Einsohn, Prescott College James Helmreich, Marist College Lynette Kenyon, Collin County Community College Sheldon Lee, Viterbo University Jeff Taub, Maine Maritime Academy

Some Aspects of the Estimation of Large Econometric Models

Some Aspects of the Estimation of Large Econometric Models
Title Some Aspects of the Estimation of Large Econometric Models PDF eBook
Author Phoebus J. Dhrymes
Publisher
Pages 24
Release 1969*
Genre
ISBN

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Time Series Analysis: Methods and Applications

Time Series Analysis: Methods and Applications
Title Time Series Analysis: Methods and Applications PDF eBook
Author Tata Subba Rao
Publisher Elsevier
Pages 778
Release 2012-06-26
Genre Mathematics
ISBN 0444538585

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'Handbook of Statistics' is a series of self-contained reference books. Each volume is devoted to a particular topic in statistics, with volume 30 dealing with time series.