Bayesian inference using least median of squares and least trimmed squares in models with independent or correlated errors and outliers

DOI10.1080/03610926.2023.2232905MaRDI QIDQ6579744zbMATH OpenFDO

Authors Mike G. Tsionas

Publication date 26 July 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A General Framework for Updating Belief Distributions
• A robust estimation method for the linear regression model parameters with correlated error terms and outliers
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Decision Rules, Based on the Distance, for Problems of Fit, Two Samples, and Estimation
• Distance and decision rules
• Least Median of Squares Regression
• Markov chains for exploring posterior distributions. (With discussion)
• Monte Carlo sampling methods using Markov chains and their applications
• On the estimation by the minimum distance method
• Quasi-Bayesian analysis of nonparametric instrumental variables models

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