WYBRANE TESTY STATYSTYCZNE DLA WARTOŚCI NIETYPOWYCH I ICH ZASTOSOWANIE
W ANALIZACH EKONOMETRYCZNYCH
CHOSEN STATISTICAL TESTS FOR OUTLIERS AND THEIR APPLICATION IN ECONOMETRIC ANALYSIS
Author(s): Dorota PekasiewiczSubject(s): Economy, Methodology and research technology
Published by: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie
Keywords: extreme statistics; minimum; maximum; outlier; Gumbel distribution;
Summary/Abstract: The problem of the existence of outliers in the sample is an important issue in statistical surveys. One of the methods of outliers detection is the application of statistical tests based on extreme statistics. Grubbs test and its generalization, Dixon test and tests based on asymptotic distributions of minimum and maximum (Gumbel, Frechet, Weibull distributions) belong to group of these tests. In the paper, besides the theoretical considerations the application of selected tests, used to verify the hypothesis of outliers in the construction of econometric models, is presented.
Journal: Metody Ilościowe w Badaniach Ekonomicznych
- Issue Year: XV/2014
- Issue No: 4
- Page Range: 111-120
- Page Count: 10
- Language: Polish