Pages that link to "Item:Q5545124"
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The following pages link to A Bayesian approach to some outlier problems (Q5545124):
Displaying 50 items.
- Robustness against outliers: A new variance inflated regression model for proportions (Q96424) (← links)
- A Bayesian approach to the detection of gross errors based on posterior probability (Q944151) (← links)
- Bayesian curve estimation by model averaging (Q959195) (← links)
- Bayesian likelihood robustness in linear models (Q1015863) (← links)
- Bayesian estimation of the Gaussian mixture GARCH model (Q1019890) (← links)
- Estimative influence measures for the multivariate general linear model (Q1063351) (← links)
- Bayesian regression diagnostics with applications to international consumption and income data (Q1070736) (← links)
- Nonparametric regression using Bayesian variable selection (Q1126478) (← links)
- An empirical Bayes approach to outliers (Q1150218) (← links)
- Estimation of a mean in the presence of an extreme observation (Q1168660) (← links)
- A quasi Bayesian approach to outlier detection (Q1168661) (← links)
- Handling spuriosity in the Kalman filter (Q1209702) (← links)
- Three steps towards robust regression (Q1227425) (← links)
- A method for simultaneous variable selection and outlier identification in linear regression (Q1351887) (← links)
- Bayesian measures of surprise for outlier detection (Q1869076) (← links)
- Robust recursive estimation for correlated observations (Q1892118) (← links)
- Identification of Gaussian process with switching noise mode and missing data (Q2030947) (← links)
- Theoretical properties of Bayesian Student-\(t\) linear regression (Q2105358) (← links)
- SubTSBR to tackle high noise and outliers for data-driven discovery of differential equations (Q2128325) (← links)
- Log-regularly varying scale mixture of normals for robust regression (Q2143030) (← links)
- A new Bayesian approach to robustness against outliers in linear regression (Q2226686) (← links)
- Data science, big data and statistics (Q2273155) (← links)
- High-frequency factor models and regressions (Q2305976) (← links)
- Outlier detection under star-contoured errors (Q2320993) (← links)
- Seeking outlying subsets under star-contoured errors (Q2321838) (← links)
- Estimating the Number of Aberrant Laboratories (Q2805313) (← links)
- Likelihood ratio tests for testing for multiple contaminants in the shocks and labelled slippage models (Q3019815) (← links)
- A bayesian approach to prediction in the presence of spurious observations for several models (Q3221195) (← links)
- On the choice of transformations of the correlation coefficient with or without an outlier (Q3347106) (← links)
- Maximum likelihood estimation in the presence of outiliers (Q3473101) (← links)
- Optimal collapsing of mixture distributions in robust recursive estimation (Q3473158) (← links)
- Bayesian Estimation of the Regression Model with Autocorrelated Errors Under Contamination (Q3526095) (← links)
- Bayesian analysis of outliers via akaike's predictive likelihood of a model (Q3680066) (← links)
- On estimation in the linear model when spurious observations are presenta bayesian approach (Q3897871) (← links)
- On approximating probability distributions of a statistic of brown-forsythe from normal and non-normal universes (Q3954646) (← links)
- A modified tiao-guttman rule for multiple outliers (Q4185650) (← links)
- On the lack of invariance of some Bayesian outlier models (Q4354854) (← links)
- Bayesian Enhancement of Speech and Audio Signals which can be Modelled as ARMA Processes (Q4361762) (← links)
- Robust and Scalable Bayes via a Median of Subset Posterior Measures (Q4637048) (← links)
- OUTLIERS AND THE USE OF THE RANK TRANSFORMATION TO DETECT ACTIVE EFFECTS IN UNREPLICATED 2<sup>f</sup>EXPERIMENTS (Q4787606) (← links)
- A conjugate family for ar(1) processes with exponential errors (Q4843835) (← links)
- Bayesian approaches to the detection of outliers in poisson samples (Q4843836) (← links)
- A mixture-based approach to robust analysis of generalised linear models (Q5036395) (← links)
- Use of likelihood ratio tests to detect outliers under the variance shift outlier model (Q5036590) (← links)
- A Bayesian-Frequentists approach for detecting outliers in a one-way variance components model (Q5079166) (← links)
- IPO estimation of heaviness of the distribution beyond regularly varying tails (Q5206080) (← links)
- Robust hierarchical Bayes estimation of exchangeable means (Q5751766) (← links)
- Process capability indices in normal distribution with the presence of outliers (Q5861426) (← links)
- On comparing several straight lines under heteroscedasticity and robustness with respect to departure from normality (Q5896175) (← links)
- On comparing several straight lines under heteroscedasticity and robustness with respect to departure from normality (Q5905313) (← links)
