Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 468 for “"Outliers"”.
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Normality of JSE Returns: Macro-outliers, Micro-outliers: an Empirical Evaluation
… examines whether the removal of a priori macro-outliers and micro-outliers leads to improved fits to the Gaussian distribution for single-listed equities on the Johannesburg Stock Exchange (JSE). Single-listed equities refer to stocks (i) listed on the JSE Main Board over the period covered in …
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On Volatility, Outliers, and Uncertainty
<p>This dissertation is composed of three loosely related chapters, all of which are empirical.In Chapter 1, I examine whether expectations are formed in a systematically different manner during periods of low volatility versus periods of high volatility. I achieve this by measuring non-linearities …
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Outliers in a Linear Regression Model
… from a different regime. Those data are called outliers and should be excluded from the sample or at least treated carefully.
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Outliers and influence under arbitrary variance
… of the general linear model. The theory of outliers and influential observations can be generalized so as to be applicable for the general univariate linear model, where three types of outlier and influence may be distinguished. The adjusted models, adjusted parameter estimates, and test …
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Outliers and robust response surface designs
… maverick observations, are referred to here as outliers. Many models exist for describing these outliers. Two of these models, the mean shift and the variance inflation outlier models, are employed in this research. Several criteria are developed for determining when the outlying observation is …
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A geometric theory of outliers and perturbation
We develop a new understanding of outliers and the behavior of linear programs under perturbation. Outliers are ubiquitous in scientific theory and practice. We analyze a simple algorithm for removal of outliers from a high-dimensional data set and show the algorithm to be asymptotically good. We …
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Detection of Outliers and Influential Observations in Regression Models
… are used, in the literature, to detect outliers and influential observations in the linear regression models. Two kinds of comparison studies to determine an optimal statistic are done in this dissertation: (i) using several data sets studied by different authors, and (ii) a detailed …
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Identificação de outliers multivariados - Uma aplicação em dados de saúde
A identificação de outliers desempenha um papel importante na análise estatística, pois tais observações podem conter informações importantes em relação aos dados. Se modelos estatísticos clássicos são cegamente aplicados a dados contendo valores atípicos, os resultados podem ser enganosos e …
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Identifying outliers and influential observations in general linear regression models
Identifying outliers and/or influential observations is a fundamental step in any statistical analysis, since their presence is likely to lead to erroneous results. Numerous measures have been proposed for detecting outliers and assessing the influence of observations on least squares regression …
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Processing of outliers and missing data in multivariate manufacturing data
Thesis (M. Eng.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1996.
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Structural breaks and outliers detection in time-series econometrics: Methods and applications
… literature on structural breaks analysis and outliers detection in parametric linear models. The focus is on the development of new econometric tools as well as on the analysis of novel but largely unexplored approaches. The econometric methods under analysis are illustrated using …
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Contributions to the theory of generalized inverses, the linear model and outliers
… is generalized. The John and Draper model for outliers is extended, and distributional results established. Some diagnostic statistics for outlying or influential observations are considered. A Bayesian formulation of outliers in the general linear model is attempted.
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An examination of outliers and interaction in a nonreplicated two-way table
… I use this model in the same setting to study outliers. In data sets with significant interaction, one may be interested in determining whether the cause of the interaction is due to a true interaction, outliers or both. I develop a new technique which can show how outliers can be distinguished …
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Tests for uncharacteristic changes in time series data and the effects of outliers on forecasts
… The problem of testing a set of data for outliers is not new in statistics,methods having been proposed for the general linear model. However, there are very few papers on testing time series data for outliers. The greater part of the thesis is concerned with the effects of outliers on …
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