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Outlier identification and robust parameter estimation in a zero-inflated Poisson model

  • Jun Yang*
  • , Min Xie
  • , Thong Ngee Goh
  • *Corresponding author for this work
  • National University of Singapore

Research output: Contribution to journalArticlepeer-review

Abstract

The Zero-inflated Poisson distribution has been used in the modeling of count data in different contexts. This model tends to be influenced by outliers because of the excessive occurrence of zeroes, thus outlier identification and robust parameter estimation are important for such distribution. Some outlier identification methods are studied in this paper, and their applications and results are also presented with an example. To eliminate the effect of outliers, two robust parameter estimates are proposed based on the trimmed mean and theWinsorized mean. Simulation results show the robustness of our proposed parameter estimates.

Original languageEnglish
Pages (from-to)421-430
Number of pages10
JournalJournal of Applied Statistics
Volume38
Issue number2
DOIs
StatePublished - Feb 2011

Keywords

  • Outlier identification
  • Robust estimation
  • Trimmed mean
  • Winsorized mean
  • Zero-inflated Poisson distribution

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