Scandinavian Working Papers in Economics
Working Paper Series,
IFAU - Institute for Evaluation of Labour Market and Education Policy
No 2001:7: Resistant outlier rules and the non-Gaussian case
Kenneth Carling ()
Additional contact information
Kenneth Carling: IFAU - Office of Labour Market Policy Evaluation, Postal: Labour Market Policy Evaluation, P O Box 513, SE-751 20 Uppsala, Sweden
Abstract: The techniques of exploratory data analysis include a resistant rule, based on a linear combination of quartiles, for identification of outliers. This paper shows that the substitution of the quartiles with the median leads to a better performance in the non-Gaussian case. The improvement occurs in terms of resistance and efficiency, and an outside rate that is less affected by the sample size. The paper also studies issues of practical importance in the spirit of robustness by considering moderately skewed and fat tail distributions obtatined as special cases of the Generalized Lambda Distribution.
Keywords: Asymptotic efficiency; Generalized Lambda Distribution; Kurtosis; Outside rate; Resistance; Skewness; Small-sample bias
JEL-codes: C19
14 pages, September 1, 1998
Full text files
wp01-07.pdf
- Published as
- Kenneth Carling, (2000), 'Resistant outlier rules and the non-Gaussian case', Computational Statistics and Data Analysis, vol 33, pages 249-258
- IFAU - Institute for Evaluation of Labour Market and Education Policy
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