A quasi Bayesian approach to outlier detection

DOI10.1007/BF02481038zbMath0493.62034OpenAlexW4256402310MaRDI QIDQ1168661

Genshiro Kitagawa, Hirotugu Akaike

Publication date: 1982

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02481038

zbMATH Keywords

numerical examplesGaussian distributionmaximum likelihoodpredictive likelihoodposterior probabilityoutlier detectionquasi Bayesian procedure

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (4)

Quasi-Bayesian modelling of multivariate outliers ⋮ Bayesian detection of structural changes ⋮ Genetic algorithms for outlier detection in multiple regression with different information criteria ⋮ Bayesian analysis of outliers via akaike's predictive likelihood of a model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On the use of the predictive likelihood of a Gaussian model
• On the Use of AIC for the Detection of Outliers
• Linear Models and Spurious Observations
• Care and Handling of Univariate Outliers in the General Linear Model to Detect Spuriosity: A Bayesian Approach
• A Bayesian approach to some outlier problems
• Care and Handling of Univariate or Multivariate Outliners in Detecting Spuriosity: A Bayesian Approach

This page was built for publication: A quasi Bayesian approach to outlier detection