{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,1]],"date-time":"2026-04-01T06:27:51Z","timestamp":1775024871649,"version":"3.50.1"},"reference-count":37,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2016,1,5]],"date-time":"2016-01-05T00:00:00Z","timestamp":1451952000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["11161053"],"award-info":[{"award-number":["11161053"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["U1302267"],"award-info":[{"award-number":["U1302267"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Stat Methods Appl"],"published-print":{"date-parts":[[2016,8]]},"DOI":"10.1007\/s10260-015-0348-1","type":"journal-article","created":{"date-parts":[[2016,1,5]],"date-time":"2016-01-05T14:14:03Z","timestamp":1452003243000},"page":"453-475","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":18,"title":["Outlier detection and accommodation in general spatial models"],"prefix":"10.1007","volume":"25","author":[{"given":"Xiaowen","family":"Dai","sequence":"first","affiliation":[]},{"given":"Libin","family":"Jin","sequence":"additional","affiliation":[]},{"given":"Anqi","family":"Shi","sequence":"additional","affiliation":[]},{"given":"Lei","family":"Shi","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2016,1,5]]},"reference":[{"key":"348_CR1","doi-asserted-by":"crossref","DOI":"10.1007\/978-94-015-7799-1","volume-title":"Spatial econometrics: methods and models","author":"L Anselin","year":"1988","unstructured":"Anselin L (1988) Spatial econometrics: methods and models. Kluwer Academic Publishers, The Netherlands"},{"key":"348_CR2","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4612-1160-0","volume-title":"Robust diagnostic regression analysis","author":"A Atkinson","year":"2000","unstructured":"Atkinson A, Riani M (2000) Robust diagnostic regression analysis. Springer, New York"},{"key":"348_CR3","volume-title":"Outliers in statistical data","author":"V Barnett","year":"1994","unstructured":"Barnett V, Lewis T (1994) Outliers in statistical data. Wiley, New York"},{"issue":"2","key":"348_CR4","first-page":"119","volume":"25","author":"RJ Beckman","year":"1983","unstructured":"Beckman RJ, Cook RD (1983) Outlier.. s. Technometrics 25(2):119\u2013149","journal-title":"Technometrics"},{"key":"348_CR5","doi-asserted-by":"crossref","DOI":"10.1002\/0471725153","volume-title":"Regression diagnostics","author":"DA Belsley","year":"1980","unstructured":"Belsley DA, Kuh E, Welsch RE (1980) Regression diagnostics. Wiley, New York"},{"issue":"2","key":"348_CR6","doi-asserted-by":"crossref","first-page":"239","DOI":"10.1080\/10618600.1999.10474812","volume":"8","author":"A Cerioli","year":"1999","unstructured":"Cerioli A, Riani M (1999) The ordering of spatial data and the detection of multiple outliers. J Comput Gr Stat 8(2):239\u2013258","journal-title":"J Comput Gr Stat"},{"issue":"2","key":"348_CR7","doi-asserted-by":"crossref","first-page":"193","DOI":"10.1080\/00401706.1988.10488367","volume":"30","author":"I Chang","year":"1988","unstructured":"Chang I, Tiao GC, Chen C (1988) Estimation of time series parameters in the presence of outliers. Technometrics 30(2):193\u2013204","journal-title":"Technometrics"},{"key":"348_CR8","doi-asserted-by":"crossref","first-page":"347","DOI":"10.1016\/j.econlet.2004.07.019","volume":"86","author":"A Charles","year":"2005","unstructured":"Charles A, Darne O (2005) Outliers and GARCH models in financial data. Econ Lett 86:347\u2013352","journal-title":"Econ Lett"},{"key":"348_CR9","doi-asserted-by":"crossref","DOI":"10.1002\/9780470316764","volume-title":"Sensitivity analysis in linear regression","author":"S Chatterjee","year":"1988","unstructured":"Chatterjee S, Hadi AS (1988) Sensitivity analysis in linear regression. Wiley, New York"},{"issue":"3","key":"348_CR10","doi-asserted-by":"crossref","first-page":"583","DOI":"10.1093\/biomet\/79.3.583","volume":"79","author":"R Christensen","year":"1992","unstructured":"Christensen R, Johnson W, Pearson LM (1992) Predisction diagnostics for spatial linear models. Biometrika 79(3):583\u2013591","journal-title":"Biometrika"},{"key":"348_CR11","volume-title":"Residuals and influence in regression","author":"RD Cook","year":"1982","unstructured":"Cook RD, Weisberg S (1982) Residuals and influence in regression. Chapman and Hall, New York"},{"key":"348_CR12","volume-title":"Theoretical Statistics","author":"DR Cox","year":"1990","unstructured":"Cox DR, Hinkley DV (1990) Theoretical Statistics. Chapman and Hall, London"},{"key":"348_CR13","doi-asserted-by":"crossref","first-page":"563","DOI":"10.1002\/jae.623","volume":"16","author":"C Fernandez","year":"2001","unstructured":"Fernandez C, Ley E, Steel MF (2001) Model uncertainty in cross-country growth regressions. J Appl Econ 16:563\u2013576","journal-title":"J Appl Econ"},{"key":"348_CR14","doi-asserted-by":"crossref","first-page":"350","DOI":"10.1111\/j.2517-6161.1972.tb00912.x","volume":"B 34","author":"AJ Fox","year":"1972","unstructured":"Fox AJ (1972) Outliers in time series. J R Stat Soc B 34:350\u2013363","journal-title":"J R Stat Soc"},{"key":"348_CR15","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1016\/S0169-2070(98)00053-3","volume":"15","author":"PH Franses","year":"1999","unstructured":"Franses PH, Ghijsels H (1999) Additive outliers, GARCH and forecasting volatility. Int J Forecast 15:1\u20139","journal-title":"Int J Forecast"},{"key":"348_CR16","doi-asserted-by":"crossref","first-page":"853","DOI":"10.1023\/A:1021778626251","volume":"30","author":"MG Genton","year":"1998","unstructured":"Genton MG (1998) Spatial breakdown point of variogram estimators. Math Geol 30:853\u2013871","journal-title":"Math Geol"},{"key":"348_CR17","doi-asserted-by":"crossref","unstructured":"Genton MG (2001) Robustness problems in the analysis of spatial data, spatial statistics: methodological aspects and applications, Marc Moore (Editor), Springer Lecture Notes in Statistics 159, 21\u201337","DOI":"10.1007\/978-1-4613-0147-9_2"},{"issue":"3","key":"348_CR18","doi-asserted-by":"crossref","first-page":"403","DOI":"10.1006\/jeem.1996.0052","volume":"31","author":"OW Gilley","year":"1996","unstructured":"Gilley OW, Pace RK (1996) On the harrison and rubinfeld data. J Environ Econ Manag 31(3):403\u2013405","journal-title":"J Environ Econ Manag"},{"key":"348_CR19","doi-asserted-by":"crossref","first-page":"2128","DOI":"10.1016\/j.csda.2010.03.019","volume":"54","author":"FN Gumedze","year":"2010","unstructured":"Gumedze FN, Welham SJ, Gogel BJ, Thompsonb R (2010) A variance shift model for detection of outliers in the linear mixed model. Comput Stat Data Anal 54:2128\u20132144","journal-title":"Comput Stat Data Anal"},{"issue":"6","key":"348_CR20","doi-asserted-by":"crossref","first-page":"81","DOI":"10.1016\/0095-0696(78)90006-2","volume":"5","author":"D Harrison","year":"1978","unstructured":"Harrison D, Rubinfeld DL (1978) Hedonic housing prices and the demand for clean air. J Environ Econ Manag 5(6):81\u2013102","journal-title":"J Environ Econ Manag"},{"key":"348_CR21","doi-asserted-by":"crossref","unstructured":"Haslett J (1999) A simple derivation of deletion diagnostic results for the general linear model with correlated errors. J Royal Stat Soc B61:603\u2013609","DOI":"10.1111\/1467-9868.00195"},{"issue":"1","key":"348_CR22","doi-asserted-by":"crossref","first-page":"201","DOI":"10.1111\/1467-9868.00119","volume":"B 60","author":"J Haslett","year":"1998","unstructured":"Haslett J, Hayes K (1998) Residuals for the linear model with general covariance structure. J R Stat Soc B 60(1):201\u2013215","journal-title":"J R Stat Soc"},{"key":"348_CR23","doi-asserted-by":"crossref","first-page":"234","DOI":"10.1080\/00031305.1991.10475810","volume":"45","author":"J Haslett","year":"1991","unstructured":"Haslett J, Brandley R, Craig P, Unwin A, Wills G (1991) Dynamic graphics for exploring spatial data with application to locating global and local anomalies. Am Stat 45:234\u2013242","journal-title":"Am Stat"},{"key":"348_CR24","doi-asserted-by":"crossref","DOI":"10.1007\/978-94-015-3994-4","volume-title":"Identification of outliers","author":"DM Hawkins","year":"1980","unstructured":"Hawkins DM (1980) Identification of outliers. Chapman and Hall, New York"},{"key":"348_CR25","volume-title":"The theory and practice of spatial econometrics","author":"JP LeSage","year":"1999","unstructured":"LeSage JP (1999) The theory and practice of spatial econometrics. University of Toledo, Toledo, Ohio"},{"key":"348_CR26","doi-asserted-by":"crossref","unstructured":"LeSage JP, Pace RK (2004) Models for spatially dependent missing data. J Real Estate Finance Econ 29(2):233\u2013254","DOI":"10.1023\/B:REAL.0000035312.82241.e4"},{"key":"348_CR27","doi-asserted-by":"crossref","DOI":"10.1201\/9781420064254","volume-title":"Introduction to spatial econometrics","author":"JP LeSage","year":"2009","unstructured":"LeSage JP, Pace RK (2009) Introduction to spatial econometrics. Chapman & Hall\/CRC, Boca Raton"},{"issue":"2","key":"348_CR28","doi-asserted-by":"crossref","first-page":"559","DOI":"10.1111\/j.2517-6161.1993.tb01924.x","volume":"B 55","author":"MG Ljung","year":"1993","unstructured":"Ljung MG (1993) On outlier detection in time series. J R Stat Soc B 55(2):559\u2013567","journal-title":"J R Stat Soc"},{"key":"348_CR29","doi-asserted-by":"crossref","first-page":"2202","DOI":"10.1080\/03610926.2011.558664","volume":"41","author":"J Lu","year":"2012","unstructured":"Lu J, Shi L, Chen F (2012) Outlier detection in time series models using local influence method. Commun Stat Theory Methods 41:2202\u20132220","journal-title":"Commun Stat Theory Methods"},{"key":"348_CR30","doi-asserted-by":"crossref","first-page":"1183","DOI":"10.1080\/03610929208830840","volume":"21","author":"RJ Martin","year":"1992","unstructured":"Martin RJ (1992) Leverage, influence and residuals in regression models when observations are correlated. Commun Stat Theory Method 21:1183\u20131212","journal-title":"Commun Stat Theory Method"},{"issue":"2","key":"348_CR31","doi-asserted-by":"crossref","first-page":"445","DOI":"10.1007\/BF02595724","volume":"12","author":"AF Militino","year":"2003","unstructured":"Militino AF, Palacios MB, Ugarte MD (2003) Robust trend parameters in a multivariate spatial linear model. Test 12(2):445\u2013457","journal-title":"Test"},{"key":"348_CR32","doi-asserted-by":"crossref","DOI":"10.1002\/0471725382","volume-title":"Robust regression and outlier detection","author":"PJ Rousseeuw","year":"1987","unstructured":"Rousseeuw PJ, Leroy AM (1987) Robust regression and outlier detection. Wiley, New York"},{"issue":"2","key":"348_CR33","doi-asserted-by":"crossref","first-page":"139","DOI":"10.1023\/A:1023455925009","volume":"7","author":"S Shekhar","year":"2003","unstructured":"Shekhar S, Lu CT, Zhang P (2003) A unified approach to spatial outliers detection. GeoInformatica 7(2):139\u2013166","journal-title":"GeoInformatica"},{"issue":"1","key":"348_CR34","doi-asserted-by":"crossref","first-page":"40","DOI":"10.1198\/tast.2009.0008","volume":"63","author":"L Shi","year":"2009","unstructured":"Shi L, Chen G (2009) Influence measures for general linear models with correlated errors. Am Stat 63(1):40\u201342","journal-title":"Am Stat"},{"issue":"12","key":"348_CR35","doi-asserted-by":"crossref","first-page":"1355","DOI":"10.1080\/00949650903079305","volume":"80","author":"BC Sutradhar","year":"2010","unstructured":"Sutradhar BC, Oyet AJ (2010) Maximum studentized score tests for the detection of outliers in time series regression models. J Stat Comput Simul 80(12):1355\u20131372","journal-title":"J Stat Comput Simul"},{"key":"348_CR36","doi-asserted-by":"crossref","first-page":"132","DOI":"10.1080\/01621459.1986.10478250","volume":"81","author":"RS Tsay","year":"1986","unstructured":"Tsay RS (1986) Time series model specification in presence of outliers. J Am Stat Assoc 81:132\u2013141","journal-title":"J Am Stat Assoc"},{"key":"348_CR37","doi-asserted-by":"crossref","first-page":"118","DOI":"10.1198\/073500104000000217","volume":"23","author":"X Zhang","year":"2005","unstructured":"Zhang X, King ML (2005) Influence diagnostic in generalized autoregressive conditional heteroscedasticity process. J Bus Econ Stat 23:118\u2013129","journal-title":"J Bus Econ Stat"}],"container-title":["Statistical Methods &amp; Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-015-0348-1.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10260-015-0348-1\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-015-0348-1","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,6,13]],"date-time":"2024-06-13T16:30:28Z","timestamp":1718296228000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10260-015-0348-1"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,1,5]]},"references-count":37,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2016,8]]}},"alternative-id":["348"],"URL":"https:\/\/doi.org\/10.1007\/s10260-015-0348-1","relation":{},"ISSN":["1618-2510","1613-981X"],"issn-type":[{"value":"1618-2510","type":"print"},{"value":"1613-981X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2016,1,5]]}}}