An empirical Bayes approach to outliers

DOI10.1016/0378-3758(80)90008-7zbMath0455.62008OpenAlexW2010990551MaRDI QIDQ1150218

John van Ryzin, Enrique de Alba

Publication date: 1980

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(80)90008-7

zbMATH Keywords

rates of convergenceasymptotic optimalityaverage riskdetection of outliersempirical Bayes procedures

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical decision theory (62C99) Empirical decision procedures; empirical Bayes procedures (62C12) Asymptotic properties of parametric tests (62F05)

Cites Work

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• The Empirical Bayes Approach to Statistical Decision Problems
• A Bayesian approach to some outlier problems
• Investigation of Rules for Dealing with Outliers in Small Samples from the Normal Distribution: I: Estimation of the Mean
• Convergence Rates for Empirical Bayes Two-Action Problems II. Continuous Case
• Convergence Rates for Empirical Bayes Two-Action Problems I. Discrete Case
• Rules for Rejection of Outliers
• The Empirical Bayes Approach to Testing Statistical Hypotheses

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