Quasi-Bayesian modelling of multivariate outliers

DOI10.1016/0167-9473(93)90129-HzbMATH Open0937.62537OpenAlexW2056005053MaRDI QIDQ1361573FDOQ1361573

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

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zbMATH Keywords

correlationAICmultivariate outliersAkaike's predictive likelihoodquasi-Bayesian

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Quasi-Bayesian estimation of Stigler's data sets
• Care and Handling of Univariate or Multivariate Outliners in Detecting Spuriosity: A Bayesian Approach
• A quasi Bayesian approach to outlier detection
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• Corrigenda to Kitagawa, Nelson and Bishop
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Cited In (4)

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

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