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

DOI10.1007/s11749-017-0542-6zbMath1382.62036OpenAlexW2613014019WikidataQ59605971 ScholiaQ59605971MaRDI QIDQ1694488

Marco Riani, Anthony C. Atkinson, Aldo Corbellini

Publication date: 2 February 2018

Published in: Test (Search for Journal in Brave)

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

zbMATH Keywords

outliersweighted regressionforward searchgraphical methodsconsistency factorfictitious observation

Mathematics Subject Classification ID

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

Related Items (4)

The Use of Prior Information in Very Robust Regression for Fraud Detection ⋮ Introducing Prior Information into the Forward Search for Regression ⋮ The power of monitoring: how to make the most of a contaminated multivariate sample ⋮ An automatic robust Bayesian approach to principal component regression

Uses Software

• wle
• robustbase

Cites Work

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