Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/77113
Authors: 
Schultze, Verena
Pawlitschko, Jörg
Year of Publication: 
1998
Series/Report no.: 
Technical Report, SFB 475: Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund 1998,26
Abstract: 
In this paper the task of identifying outliers in exponential samples is treated conceptionally in the sense of Davies and Gather (1989, 1993) by means of a so called outlier region. In case of an exponential distribution, an empirical approximation of such a region also called an outlier identifier is mainly dependent on some estimator of the unknown scale parameter. The worst case behaviour of several reasonable outlier identifiers is investigated thoroughly and it is shown that only robust estimators of scale should be used to construct reliable identifiers. These findings lead to the recommendation of an outlier identifier that is based on a standardized version of the sample median.
Subjects: 
Outlier identifier
breakdown point
masking
swamping
maximum asymptotic bias
robustness
Document Type: 
Working Paper

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