Detecting outliers with Cook's DI statistic

被引：0

作者：

Jensen, DR ^{[1
]}

Ramirez, DE ^{[1
]}

机构：

[1] Virginia Polytech Inst & State Univ, Dept Stat, Blacksburg, VA 24061 USA

来源：

MINING AND MODELING MASSIVE DATA SETS IN SCIENCE, ENGINEERING, AND BUSINESS WITH A SUBTHEME IN ENVIRONMENTAL STATISTICS | 1997年 / 29卷 / 01期

关键词：

D O I：

暂无

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

We introduce a generalized F distribution, and we show how to compute numerically p-values for this family of distributions. Natural versions of Cook's D statistic are distributed as such distributions. We apply these techniques to determine the statistical outliers (for single observations and joint observations) for the Intercountry Life-Cycle Savings Data from Belsley, Kuh, and Welsch.

引用

页码：581 / 586

页数：6

共 9 条

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