A new graphical tool of outliers detection in regression models based on recursive estimation

Christian Paroissin (1)

1 LMAP - Laboratoire de Mathématiques et de leurs Applications [Pau]

We present in this paper a new tool for outliers detection in the context of multiple regression models. This graphical tool is based on recursive estimation of the parameters. Simulations were carried out to illustrate the performance of this graphical procedure. As a conclusion, this tool is applied to real data containing outliers according to the classical available tools.

Mots clés: outliers; graphical tool; multiple regression; recursive estimation; recursive resiudals

Domaines: Statistiques [math.ST]

Christian Paroissin. A new graphical tool of outliers detection in regression models based on recursive estimation. 2007. ⟨hal-00159297⟩