An Empirical Bayes Approach to Outliers.
Technical summary rept.,
WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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A formulation of the problem of detecting outliers as an empirical Bayes problem is studied. In so doing what arises is a non-standard empirical Bayes problem for which the notion of average risk asymptotic optimality a.r.a.o. of procedures is defined. Some general theorems giving sufficient conditions for a.r.a.o. procedures are developed. These general results are then used in various formulations of the outlier problem for underlying normal distributions to give a.r.a.o., empirical Bayes procedures.
- Statistics and Probability