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Full-Text Articles in Statistical Methodology
Robust Residuals And Diagnostics In Autoregressive Time Series, Kirk W. Anderson
Robust Residuals And Diagnostics In Autoregressive Time Series, Kirk W. Anderson
Dissertations
One of the goals of model diagnostics is outlier detection. In particular, we would like to use the residuals, appropriately standardized, to “flag” outliers. Hopefully, our (robust) procedure has yielded a fit that resists undue influence by outlying points, while simultaneously drawing attention to these interesting points via residual analysis. In this study we consider several different methods of standardizing the residuals resulting from autoregression. A large sample approximation for the variance of rank-based first order autoregressive time series residuals is developed. This provides studentized residuals, specific to the time series model and estimation procedure. Simulation studies are presented that …
New Statitstical Methods For The Estimation Of The Mean And Standard Deviation From Normally Distributed Censored Samples, Abou El-Makarim Abd El-Alim Aboueissa
New Statitstical Methods For The Estimation Of The Mean And Standard Deviation From Normally Distributed Censored Samples, Abou El-Makarim Abd El-Alim Aboueissa
Dissertations
The main objective of this dissertation is to estimate the mean /x and standard deviation cr of a normal population from left-censored samples. We have developed new methods for calculating estimates for the mean and standard deviation of a normal population from left-censored samples. Some of these methods based on traditional estimating procedures. A new method of obtaining the Cohen maximum likelihood estimates for fx and cr without the aid of an auxiliary table will be introduced. This new method will be used to extend Cohen table of estimating the Cohen A-parameter that is required for calculating the maximum likelihood …