Outliers in statistical data:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chichester [u.a.]
Wiley
1984
|
| Edition: | 2. ed. |
| Series: | Wiley series in probability and mathematical statistics
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIV, 463 S. graph. Darst. |
| ISBN: | 0471905070 |
Staff View
MARC
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Record in the Search Index
| _version_ | 1804120322053505024 |
|---|---|
| adam_text | IMAGE 1
CONTENTS
CHAPTER 1 INTRODUCTION 1 1.1 HUMAN ERROR AND IGNORANCE 7 1.2 OUTLIERS IN
RELATION TO PROBABILITY MODELS 8 1.3 OUTLIERS IN MORE STRUCTURED
SITUATIONS 11
1.4 BAYESIAN AND NON-PARAMETRIC METHODS 17 1.5 SURVEY OF OUTLIER
PROBLEMS 18
CHAPTER 2 WHY DO OUTLYING OBSERVATIONS ARISE AND WHAT SHOULD ONE DO
ABOUT THEM? 20
2.1 EARLY INFORMAL APPROACHES 20 2.2 ORIGIN OF OUTLIERS, STATISTICAL
METHOD, AND AIM 24 2.2.1 THE NATURE AND ORIGIN OF AN OUTLIER 25 2.2.2
RELEVANT STATISTICAL PROCEDURES FOR HANDLING OUTLIERS 27
2.2.3 DIFFERENT AIMS IN EXAMINING OUTLIERS 31 2.3 MODELS FOR
CONTAMINATION 35
CHAPTER 3 THE ACCOMMODATION APPROACH: ROBUST ESTIMATION AND TESTING 45
3.1 PERFORMANCE CRITERIA 49 3.1.1 EFFICIENCY MEASURES FOR ESTIMATORS 49
3.1.2 THE QUALITATIVE APPROACH : INFLUENCE CURVES 55 3.1.3 ROBUSTNESS OF
CONFIDENCE INTERVALS 60 3.1.4 ROBUSTNESS OF SIGNIFICANCE TESTS 61 3.2
GENERAL METHODS OF ACCOMMODATION-BLANKET PROCEDURES 63
3.2.1 ESTIMATION OF LOCATION 63 3.2.2 ESTIMATION OF DISPERSION 68 3.2.3
HYPOTHESIS TESTS AND CONFIDENCE INTERVALS 69 3.2.4 ADAPTIVE ROBUST
PROCEDURES 71 3.3 SPECIFIC ACCOMMODATION PROCEDURES 72
IMAGE 2
CHAPTER 4 ACCOMMODATION PROCEDURES FOR UNI-
VARIATE SAMPLES 74
4.1 ESTIMATION OF LOCATION 74 4.1.1 ESTIMATORS BASED ON TRIMMING OR
WINSORIZATION 74 4.1 .2 L-ESTIMATORS {LINEAR ORDER STATISTICS
ESTIMATORS) 77 4.1.3 M-ESTIMATORS (MAXIMUM LIKELIHOOD TYPE ESTIMATORS)
79
4.1.4 R-ESTIMATORS (RANK TEST ESTIMATORS) 82 4.1.5 OTHER ESTIMATORS 82
4.2 ESTIMATION OF SCALE OR DISPERSION 84 4.3 HYPOTHESIS TESTS AND
CONFIDENCE INTERVALS 86 4.4 ACCOMMODATION OF OUTLIERS IN UNIVARIATE
NORMAL SAMPLES 87 4.5 ACCOMMODATION OF OUTLIERS IN GAMMA (INCLUDING
EXPONENTIAL) SAMPLES 100
CHAPTER 5 TESTING FOR DISCORDANCY: PRINCIPLES AND CRITERIA 107
5.1 CONSTRUCTION OF DISCORDANCY TESTS 111 5.1.1 TEST STATISTICS 111
5.1.2 INCLUSIVE AND EXCLUSIVE MEASURES 115 5.1.3 STATISTICAL BASES FOR
CONSTRUCTION OF TESTS 116
5.1.4 ASSESSMENT OF SIGNIFICANCE 127 5.2 PERFORMANCE CRITERIA OF TESTS
132 5.3 THE MULTIPLE OUTLIER PROBLEM 136
5.3.1 BLOCK PROCEDURES FOR MULTIPLE OUTLIERS IN UNIVARIATE SAMPLES 140
5.3.2 CONSECUTIVE PROCEDURES FOR MULTIPLE OUTLIERS IN UNIVARIATE SAMPLES
142
CHAPTER 6 SPECIFIC DISCORDANCY TESTS FOR OUTLIERS IN UNIVARIATE SAMPLES
144
6.1 GUIDE TO USE OF THE TESTS 144 6.2 DISCORDANCY TESTS FOR GAMMA
(INCLUDING EXPONENTIAL) SAMPLES 146 6.2.1 GAMMA SAMPLES: CONTENTS LIST
AND DETAILS OF TESTS 147
6.3 DISCORDANCY TESTS FOR NORMAL SAMPLES 161 6.3.1 NORMAL SAMPLES :
CONTENTS LIST AND DETAILS OF TESTS 163 6.4 DISCORDANCY TESTS FOR SAMPLES
FROM OTHER DISTRIBUTIONS 192 6.4.1 LOG-NORMAL SAMPLES 193
6.4.2 TRUNCATED EXPONENTIAL SAMPLES 193 6.4.3 UNIFORM SAMPLES 194 6.4.4
GUMBEI FRECHET, AND WEIBULL SAMPLES 196 6.4.5 PARETO SAMPLES 197
6.4.6 POISSON SAMPLES 198 6.4.7 BINOMIAL SAMPLES 200
IMAGE 3
CHAPTER 7 OUTLIERS IN DIRECTIONAL DATA 203
7.1 OUTLIERS ON THE CIRCLE 205 7.2 OUTLIERS ON THE SPHERE 208
CHAPTER 8 OUTLYING SUB-SAMPLES: SLIPPAGE TESTS 211
8.1 NON-PARAMETRIC SLIPPAGE TESTS 213 8.1.1 NON-PARAMETRIC TESTS FOR
SLIPPAGE OF A SINGLE POPULATION 213 8.1.2 NON-PARAMETRIC TESTS FOR
SLIPPAGE OF SEVERAL POPULATIONS: MULTIPLE OUTLYING SUB-SAMPLES 220
8.2 THE SLIPPAGE MODEL 223 8.3 PARAMETRIC SLIPPAGE TESTS 224 8.3.1
NORMAL SAMPLES 225 8.3.2 GENERAL SLIPPAGE TESTS 234
8.3.3 NON-NORMAL SAMPLES 236 8.3.4 GROUP PARAMETRIC SLIPPAGE TESTS 240
8.4 OTHER SLIPPAGE WORK 241
CHAPTER 9 OUTLIERS IN MULTIVARIATE DATA 243
9.1 PRINCIPLES FOR OUTLIER DETECTION IN MULTIVARIATE SAMPLES 243 9.2
ACCOMMODATION OF MULTIVARIATE OUTLIERS 246 9.2.1 ESTIMATION OF
PARAMETERS IN MULTIVARIATE DISTRIBUTIONS 247 9.2.2 OUTLIERS IN
MULTIVARIATE ANALYSES 253
9.3 DISCORDANCY TESTS 254 9.3.1 MULTIVARIATE NORMAL SAMPLES 255 9.3.2
MULTIVARIATE EXPONENTIAL SAMPLES 264 9.3.3 MULTIVARIATE PARETO SAMPLES
266
9.3.4 A TRANSFORMATION APPROACH 267 9.4 INFORMAL METHODS FOR
MULTIVARIATE OUTLIERS 268 9.4.1 MARGINAL OUTLIERS AND LINEAR CONSTRAINTS
269 9.4.2 GRAPHICAL AND PICTORIAL METHODS 270
9.4.3 PRINCIPAL COMPONENT ANALYSIS METHOD 272 9.4.4 USE OF REDUCTION
MEASURES IN THE FORM OF GENERALIZED DISTANCES 21A 9.4.5 FUNCTION PLOTS
275 9.4.6 CORRELATION METHODS AND INFLUENTIAL OBSERVATIONS 277
9.4.7 A GAP TEST FOR MULTIVARIATE OUTLIERS 278
CHAPTER 10 THE OUTLIER PROBLEM FOR STRUCTURED DATA: REGRESSION, THE
LINEAR MODEL, AND DESIGNED EXPERIMENTS 281
10.1 OUTLIERS IN LINEAR REGRESSION 286 10.1.1 MULTIPLE REGRESSION 289
10.1.2 OUTLIERS IN LINEAR STRUCTURAL AND FUNCTIONAL MODELS 290
IMAGE 4
10.2 OUTLIERS WITH GENERAL LINEAR MODELS 292
10.2.1 RESIDUAL-BASED METHODS 292 10.2.2 NON-RESIDUAL-BASED METHODS 301
10.2.3 ACCOMMODATION OF OUTLIERS FOR THE LINEAR MODEL 306 10.3 OUTLIERS
IN DESIGNED EXPERIMENTS 309
10.4 GRAPHICAL METHODS FOR LINEAR MODEL OUTLIERS 318 10.5 NON-PARAMETRIC
PROCEDURES 323 10.6 OUTLIERS IN CONTINGENCY TABLES 324 10.7 SOME FURTHER
COMMENTS ON INFLUENTIAL OBSERVATIONS 325
CHAPTER 11 OUTLIERS IN TIME SERIES: A LITTLE-EXPLORED AREA 329
11.1 DETECTION AND TESTING OF OUTLIERS IN TIME SERIES 330 11.2
ACCOMMODATION OF OUTLIERS IN TIME SERIES 333 11.2.1 TIME-DOMAIN
CHARACTERISTICS 334 11.2.2 FREQUENCY-DOMAIN CHARACTERISTICS 337
11.3 BAYESIAN METHODS 340 11.4 COMMENT 341
CHAPTER 12 BAYESIAN APPROACHES TO OUTLIERS 343
12.1 BAYESIAN CONSIDERATIONS 343 12.2 BAYESIAN ACCOMMODATION OF OUTLIERS
346 12.3 BAYESIAN ASSESSMENT OF CONTAMINATION 353
CHAPTER 13 PERSPECTIVE 360
APPENDIX: STATISTICAL TABLES 364
CONTENTS LIST 365
RFERENCES AND BIBLIOGRAPHY 424
INDEX 452
|
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| ctrlnum | (OCoLC)10751896 (DE-599)BVBBV006097869 |
| dewey-full | 519.5 |
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| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| id | DE-604.BV006097869 |
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| indexdate | 2024-07-09T16:40:14Z |
| institution | BVB |
| isbn | 0471905070 |
| language | English |
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| series2 | Wiley series in probability and mathematical statistics |
| spelling | Barnett, Vic Verfasser aut Outliers in statistical data Vic Barnett and Toby Lewis 2. ed. Chichester [u.a.] Wiley 1984 XIV, 463 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley series in probability and mathematical statistics Statistics cabt Afwijkingen gtt Statistiek gtt Verdelingen (statistiek) gtt Statistik Outliers (Statistics) Statistics Statistik (DE-588)4056995-0 gnd rswk-swf Ausreißerwert (DE-588)4143602-7 gnd rswk-swf Ausreißerwert (DE-588)4143602-7 s DE-604 Statistik (DE-588)4056995-0 s 1\p DE-604 Lewis, Toby Verfasser aut SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003851358&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Barnett, Vic Lewis, Toby Outliers in statistical data Statistics cabt Afwijkingen gtt Statistiek gtt Verdelingen (statistiek) gtt Statistik Outliers (Statistics) Statistics Statistik (DE-588)4056995-0 gnd Ausreißerwert (DE-588)4143602-7 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4143602-7 |
| title | Outliers in statistical data |
| title_auth | Outliers in statistical data |
| title_exact_search | Outliers in statistical data |
| title_full | Outliers in statistical data Vic Barnett and Toby Lewis |
| title_fullStr | Outliers in statistical data Vic Barnett and Toby Lewis |
| title_full_unstemmed | Outliers in statistical data Vic Barnett and Toby Lewis |
| title_short | Outliers in statistical data |
| title_sort | outliers in statistical data |
| topic | Statistics cabt Afwijkingen gtt Statistiek gtt Verdelingen (statistiek) gtt Statistik Outliers (Statistics) Statistics Statistik (DE-588)4056995-0 gnd Ausreißerwert (DE-588)4143602-7 gnd |
| topic_facet | Statistics Afwijkingen Statistiek Verdelingen (statistiek) Statistik Outliers (Statistics) Ausreißerwert |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003851358&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT barnettvic outliersinstatisticaldata AT lewistoby outliersinstatisticaldata |