摘要
In this papert we give an approach for detecting one or more outliers inrandomized linear model.The likelihood ratio test statistic and its distributions underthe null hypothesis and the alternative hypothesis are given. Furthermore,the robustnessof the test statistic in a certain sense is proved. Finally,the optimality properties of thetest are derived.
OUTLIERTESTINRANDOMIZEDLINEARMODEL¥XIANGLIMING(InstituteOfAppliedMathematicsofYunnanProvince,Kunming)SHILEI(Dept.ofStat.,Yunn...