BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS

DOI10.1142/S0219525905000567MaRDI QIDQ3373078zbMATH OpenOpenAlexFDO

Authors Fernando A. Quintana, Pilar L. Iglesias, Heleno Bolfarine

Publication date 13 March 2006

Published in Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0219525905000567

zbMATH Keywords

product partition modelsDirichlet processesmeasurement error modeloutlier and change-point identification

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05)

Recommendations

• Bayesian identification of clustered outliers in multiple regression
• A variance shift model for detection of outliers in the linear mixed measurement error models
• A variance shift model for detection of outliers in the linear measurement error model
• Descriptive tests for the identification of outliers in the errors in variables linear model
• A method for simultaneous variable selection and outlier identification in linear regression

Cites work

• scientific article; zbMATH DE number 3899943 (Why is no real title available?)
• scientific article; zbMATH DE number 556049 (Why is no real title available?)
• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• scientific article; zbMATH DE number 1419146 (Why is no real title available?)
• A Bayesian analysis of some nonparametric problems
• A semiparametric Bayesian model for randomised block designs
• Assessing Local Influence in Measurement Error Models
• Bayesian Analysis of Errors-in-Variables Regression Models
• Bayesian Clustering and Product Partition Models
• Bayesian analysis of mixture models with an unknown number of components\,--\,an alternative to reversible jump methods.
• Bayesian sensitivity analysis in elliptical linear regression models
• Detection of influential observations in functional errors-in-variables model
• Elliptical structural models
• Estimation of a structural linear regression model with a known reliability ratio
• Extension to the product partition model: computing the probability of a change
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• Influence diagnostics for the structural errors-in-variables model under the Student-t distribution
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• Product partition models for change point problems
• The influence function in the errors in variables problem

Cited in

(6)

• Bayesian value-at-risk with product partition models
• scientific article; zbMATH DE number 1228879 (Why is no real title available?)
• Bayesian inference for dependent elliptical measurement error models
• Detecting stagewise outliers in hierarchical Bayesian linear models of repeated measures data
• Nonparametric product partition models for multiple change-points analysis
• Bayesian outlier detection in Capital Asset Pricing Model

This page was built for publication: BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3373078)