| 邹清明,管河山,付雪梅.具有Rao简单结构的多元t-模型的异常点检验[J].南华大学学报(自然科学版),2010,24(3):75~79.[ZOU Qing-ming1,GUAN He-shan1,FU Xue-mei2.Testing the Outlier in a Multivariate t-Model with Rao’s Simple Structure[J].Journal of University of South China(Science and Technology),2010,24(3):75~79.] |
| 具有Rao简单结构的多元t-模型的异常点检验 |
| Testing the Outlier in a Multivariate t-Model with Rao’s Simple Structure |
| 投稿时间：2010-04-14 |
| DOI： |
| 中文关键词: 极大似然估计 Rao简单结构 均值漂移模型 似然比 t-模型 |
| 英文关键词:maximum likelihood estimation Rao’s simple structure mean-shift regression model likelihood ratio t-model |
| 基金项目: |
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| 中文摘要: |
| 异常点识别是统计诊断的主要研究问题之一.本文利用均值漂移模型和似然比检验,研究了具有Rao简单结构的多元t-模型的异常点识别问题,给出了判别异常点的方法. |
| 英文摘要: |
| The identification of outlier is one of interesting issues in the statistical diagnostics.In this paper,by using the approaches of mean-shift regression model and the likelihood ratio test,the outlier identification in a multivariate t-model with Rao’s simple structure is investigated,and the outlier detection criteria is obtained. |
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