Robust Bayesian regression with the forward search: theory and data analysis

DOI10.1007/S11749-017-0542-6MaRDI QIDQ1694488zbMATH OpenOpenAlexWikidataFDO

Authors Anthony C. Atkinson, Aldo Corbellini, Marco Riani

Publication date 2 February 2018

Published in Test (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11749-017-0542-6

zbMATH Keywords

outliersforward searchweighted regressiongraphical methodsconsistency factorfictitious observation

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
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• A Bayesian approach to outlier detection and residual analysis
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• A weighted strategy to handle likelihood uncertainty in Bayesian inference
• Analysis of the forward search using some new results for martingales and empirical processes
• Cluster detection and clustering with random start forward searches
• Elliptical and Radial Truncation in Normal Populations
• Finding an unknown number of multivariate outliers
• Least Median of Squares Regression
• Linear Statistical Inference and its Applications
• Monitoring robust regression
• On consistency factors and efficiency of robust \(S\)-estimators
• Robust Statistics
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• Robust estimation for ordinal regression
• Small sample corrections for LTS and MCD
• The forward search: theory and data analysis

Cited in

(7)

• An automatic robust Bayesian approach to principal component regression
• ROBOUT: a conditional outlier detection methodology for high-dimensional data
• The Use of Prior Information in Very Robust Regression for Fraud Detection
• The power of monitoring: how to make the most of a contaminated multivariate sample
• scientific article; zbMATH DE number 3958477 (Why is no real title available?)
• Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior
• Introducing prior information into the forward search for regression

Describes a project that uses

Uses Software

• robustbase
• wle

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