Journal of Advanced Mathematical Modeling

Journal of Advanced Mathematical Modeling

Identifing outliers using variance shift method in linear model under linear stochastic constraint

Document Type : Original Paper

Authors
Maryam Atvan
Babak Babadi
Abdolrahman Rasekh
Department of Statistics, Faculty of Mathematical Sciences and Computer , Shahid Chamran University of Ahvaz,Ahvaz,Iran
10.22055/jamm.2025.48126.2320
Abstract
In this paper, We introduce the variance shift method for the linear model under random linear restrictions, and compute the parameter estimations. The score test and likelihood ratio test statistic for this model are introduced. A simulation study is presented to verify the performance of the proposed tests and with use of a parametric bootstrap procedure is implemented to obtain empirical distribution of the test statistics. Finally an example of real data are presented.
Keywords
Variance Shift Model
Linear Stochastic Constraint
Outliers
Subjects
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  • Receive Date 11 October 2024
  • Revise Date 05 January 2025
  • Accept Date 19 October 2025