BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS
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Publication:3373078
DOI10.1142/S0219525905000567zbMATH Open1083.62030OpenAlexW1972826631MaRDI QIDQ3373078FDOQ3373078
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
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product partition modelsDirichlet processesmeasurement error modeloutlier and change-point identification
Cites Work
- Product partition models for change point problems
- Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
- Bayesian Clustering and Product Partition Models
- Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
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- Bayesian sensitivity analysis in elliptical linear regression models
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- Elliptical structural models
- Estimation of a structural linear regression model with a known reliability ratio
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- The influence function in the errors in variables problem
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- Detection of influential observations in functional errors-in-variables model
- Assessing Local Influence in Measurement Error Models
- Extension to the product partition model: computing the probability of a change
Cited In (6)
- Bayesian value-at-risk with product partition models
- Title not available (Why is that?)
- 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
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