Record Details

A Modified M-estimator for the Detection of Outliers

Pakistan Journal of Statistics and Operation Research

View Archive Info
 
 
Field Value
 
Title A Modified M-estimator for the Detection of Outliers
 
Creator Ali, Asad
Qadir, Muhammad F.
 
Description A new P-function is proposed in the family of smoothly redescending M-estimators. The
Shi-function associated with this new P-function attains much more linearity in its central section before it redescends, compared to other P-functions such as those of Andrews sine, Tukey’s biweight and Qadir’s beta function resulting in its enhanced efficiency. The iteratively reweighted least squares (IRLS) method based on the proposed ρ-function clearly detects outliers and ignoring those outliers refines the subsequent analysis. Three examples selected from the relevant literature, are used for illustrative purposes. A comparative simulation study has been conducted to evaluate its general applications. The proposed weighted least squares (WLS) method indeed achieves the goals for which it is constructed, for it gives quite improved results in all situations and is able to withstand substantial amount of outliers.
 
Publisher College of Statistical and Actuarial Sciences
 
Date 2005-07-01
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://www.pjsor.com/index.php/pjsor/article/view/117
10.18187/pjsor.v1i1.117
 
Source Pakistan Journal of Statistics and Operation Research; Vol 1. No. 1, July 2005
2220-5810
1816-2711
 
Language eng
 
Relation http://www.pjsor.com/index.php/pjsor/article/view/117/93