On Some Aspects of Outliers in Econometric Models : Outliers Detection

Language: English

Published by LAP LAMBERT Academic Publishing, 2013

3659389706 / 9783659389702

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nach der Bestellung gedruckt Neuware - Printed after ordering - In the present book, Chapter I gives the introduction about the concept of outliers along with the statistical inference in linear regression model. The various test statistics for detecting outliers such as Maximum Normed Residual, Extreme Studentized Deviation, Studentized Range, Kurtosis, R-Statistic, Maximum Eigen differences Least Medium Squares (LMS) estimator, Mahalanobis Distance, Cooks Distance, DFFITS, DF BETAS, COVRATIO, Scale ratio, Gap Test Statistic and 2-sigma Region have been described in Chapter II. Different test procedures to detect the outliers have been reviewed in brief in Chapter III. In Chapter IV some new tests for detecting outliers have been suggested based on different types of residuals and dummy variables. The summary and conclusions along with plan for the future research have been in Chapter V. Several research articles and related books are presented under BIBLIOGRAPHY.

Seller Inventory # 9783659389702

Title
On Some Aspects of Outliers in Econometric Models : Outliers Detection
Author
M. Subbarayudu
Publisher
LAP LAMBERT Academic Publishing
Publication year
2013
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3659389706
ISBN 13
9783659389702
Item weight
304 grams
Dimensions
220x150x13 mm

AHA-BUCH GmbH

Einbeck, Germany

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AbeBooks seller since August 14, 2006

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