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Repeated testing for outliers

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  • Douglas M. Hawkins

Abstract

Summary The paper deals with the type I error probabilities when a single outlier test is applied repeatedly to a sample. In the case in which multiple outliers are present, expressions for the power loss due to masking are derived.

Suggested Citation

  • Douglas M. Hawkins, 1973. "Repeated testing for outliers," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 27(1), pages 1-10, March.
    • Handle: RePEc:bla:stanee:v:27:y:1973:i:1:p:1-10
    DOI: 10.1111/j.1467-9574.1973.tb00202.x
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    Cited by:

    1. Pierre Perron & Gabriel Rodríguez, 2003. "Searching For Additive Outliers In Nonstationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 24(2), pages 193-220, March.

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