| 单向分类随机效应模型的异常值检测 |
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| 引用本文： | 石磊,向黎明.单向分类随机效应模型的异常值检测[J].应用数学学报,1999,22(3):343-352. |
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| 作者姓名： | 石磊 向黎明 |
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| 作者单位： | 云南大学统计系!昆明，650091，云南大学统计系!昆明，650091 |
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| 基金项目： | 国家自然科学基金，云南省应用基础研究基金 |
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| 摘 要： | 本文研究平衡的单向分类随机效应模型中单个异常值的检验问题，在随机效应的异常均值滑动模型下，导出异常值的检验统计量及其精确分析，并证明了该检验的一致最优无偏性，另外，对于误差变量的异常均值滑动模型，提出了一个近似的检验过程，并运用随机模拟给出该检验的临界值表，最后，对一组模拟数据进行说明。
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| 关 键 词： | 单向分类 随机效应模型 无偏检验 异常值检验 |
DETECTION OF OUTLIERS IN RANDOM-EFFECTS MODEL OF ONE-WAY CLASSIFICATION |
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| SHI LEI, XIANG LIMING.DETECTION OF OUTLIERS IN RANDOM-EFFECTS MODEL OF ONE-WAY CLASSIFICATION[J].Acta Mathematicae Applicatae Sinica,1999,22(3):343-352. |
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| Authors: | SHI LEI XIANG LIMING |
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| Abstract: | In this paper we study tests for one outlier in balanced random effects model of one-way classification. The testing statistic and its distribution under the mean-shift outlier model in random effects are derived, and its optimal property (uniformly most powerful unbiasedness (UMPU)) is proved. In addition, for the mean shift outlier model in error variable, we suggest afl approximate test procedure and provide a table of critical values by using Monte Carlo simulation. Finally, a simulation example is given for illustration. |
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| Keywords: | Random-effects model of one-way classification outlier mean shift model UMPU test simulation |
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