Score Test for Single Outlier in the Spatial Au-to-Regressive Error Model
Abstract: This paper studies single outlier detection in the spatial auto-regressive error model. Specific formula based on score statistics and their approximate distributions are derived under mean-shift outlier model and variance-weighted model respectively. Analysis of a real example shows that the proposed method is effective for identifying outlier in the spatial auto-regressive error model. Finally a modified model to adjust the outliers is proposed and compared with the original model.
文章引用: 戴晓文 , 金立斌 , 石 磊 (2013) 空间误差模型的异常值检验。 统计学与应用， 2， 97-102. doi: 10.12677/SA.2013.24014
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