An Instant of Performance Criteria for Outlier Identification
Abstract
Problem statement: Different approach to deal with criteria for multivariate outlier identification procedures when it was studentized was presented. Approach: In this respect, associated unpractical dynamic linear model and outlier identification were considered. Results: A resultant studentized Becker outlier version for multivariate outlier was obtained, as an improvement on the original model. Conclusion: The studentized Becker multivariate outlier incorporated the modeling change in an evolving extension.
DOI: https://doi.org/10.3844/jmssp.2010.325.326
Copyright: © 2010 B. Onoghojobi. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.
- 3,719 Views
- 2,639 Downloads
- 1 Citations
Download
Keywords
- Multivariate outlier
- studentized Becker
- dynamic linear
- outlier identification