A Variance Shift Model for Detection of Outliers in the Linear Measurement Error Model
We present a variance shift model for a linear measurement error model using the corrected likelihood of Nakamura (1990). This model assumes that a single outlier arises from an observation with inflated variance. The corrected likelihood ratio and the score test statistics are proposed to determine...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/396875 |
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