Identification of outliers in exponential samples with stepwise procedures

In this paper we consider the problem of identifying outliers in exponential samples with stepwise procedures, namely inward and outward testing procedures. We treat outliers in the spirit of Davies and Gather (1993) as points which for given > 0 lie in a certain -outlier region and focus especially on the worst-case behaviour of the identi cation rules. Best results yield stepwise procedures which use test statistics based on a standardized version of the sample median.

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