Quasi-Bayesian modelling of multivariate outliers

DOI10.1016/0167-9473(93)90129-HMaRDI QIDQ1361573zbMATH OpenOpenAlexFDO

Authors O. Diekmann

Publication date 31 August 1997

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-9473(93)90129-h

zbMATH Keywords

correlationAICmultivariate outliersAkaike's predictive likelihoodquasi-Bayesian

Mathematics Subject Classification ID

Statistics (62-XX)

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• A quasi Bayesian approach to outlier detection
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• Detection of multivariate outliers in elliptically symmetric distributions
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• Goodness of prediction fit
• Measures of multivariate skewness and kurtosis with applications
• On the Use of AIC for the Detection of Outliers
• On the use of the predictive likelihood of a Gaussian model
• Posterior probabilities for choosing a regression model
• Quasi-Bayesian estimation of Stigler's data sets

Cited in

(4)

• Identifying outliers in Bayesian hierarchical models: a simulation-based approach
• Bayesian analysis of outliers via akaike's predictive likelihood of a model
• On the lack of invariance of some Bayesian outlier models
• Confirmation of multiple outliers in generalized linear and nonlinear regressions

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