Abstract
The null distribution of the likelihood ratio test for outliers in regression depends on the distributional properties of trimmed samples. Approximations to the distribution of the statistic that are simple to simulate are described and applied to three examples.
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Riani, M., Atkinson, A. (2004). Simple Simulations for Robust Tests of Multiple Outliers in Regression. In: Antoch, J. (eds) COMPSTAT 2004 — Proceedings in Computational Statistics. Physica, Heidelberg. https://doi.org/10.1007/978-3-7908-2656-2_33
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DOI: https://doi.org/10.1007/978-3-7908-2656-2_33
Publisher Name: Physica, Heidelberg
Print ISBN: 978-3-7908-1554-2
Online ISBN: 978-3-7908-2656-2
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