Quasi-Bayesian modelling of multivariate outliers

DOI10.1016/0167-9473(93)90129-HzbMath0937.62537OpenAlexW2056005053MaRDI QIDQ1361573

O. Diekmann

Publication date: 31 August 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(93)90129-h

zbMATH Keywords

correlationAICmultivariate outliersAkaike's predictive likelihoodquasi-Bayesian

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Confirmation of multiple outliers in generalized linear and nonlinear regressions ⋮ On the lack of invariance of some Bayesian outlier models

Cites Work

• Detection of multivariate outliers in elliptically symmetric distributions
• Quasi-Bayesian estimation of Stigler's data sets
• On the use of the predictive likelihood of a Gaussian model
• A quasi Bayesian approach to outlier detection
• Detection of multivariate normal outliers
• Critical values for testing in multivariate statistical outliers
• Extended critical vawes of the multivariate extreme deviate test for detecting a single spurious observation
• Bayesian analysis of outliers via akaike's predictive likelihood of a model
• On the Use of AIC for the Detection of Outliers
• Corrigenda to Kitagawa, Nelson and Bishop
• Goodness of prediction fit
• Posterior probabilities for choosing a regression model
• An analysis of variance test for normality (complete samples)
• Measures of multivariate skewness and kurtosis with applications
• Care and Handling of Univariate or Multivariate Outliners in Detecting Spuriosity: A Bayesian Approach
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