SA  >> Vol. 2 No. 4 (December 2013)

    Score Test for Single Outlier in the Spatial Au-to-Regressive Error Model

  • 全文下载: PDF(649KB) HTML    PP.97-102   DOI: 10.12677/SA.2013.24014  
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戴晓文,金立斌,石 磊:云南财经大学,统计与数学学院,昆明

空间误差模型异常值检验均值漂移模型方差加权模型得分统计量 Spatial Auto-Regressive Error Model; Outlier Detection; Mean-Shift Outlier Model; Variance-Weighted Model; Score Test



This paper studies single outlier detection in the spatial auto-regressive error model. Specific formula based on score statistics and their approximate distributions are derived under mean-shift outlier model and variance-weighted model respectively. Analysis of a real example shows that the proposed method is effective for identifying outlier in the spatial auto-regressive error model. Finally a modified model to adjust the outliers is proposed and compared with the original model.

戴晓文, 金立斌, 石磊. 空间误差模型的异常值检验[J]. 统计学与应用, 2013, 2(4): 97-102.


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