BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS

DOI10.1142/S0219525905000567zbMath1083.62030OpenAlexW1972826631MaRDI QIDQ3373078

Fernando A. Quintana, Pilar L. Iglesias, Heleno Bolfarine

Publication date: 13 March 2006

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219525905000567

zbMATH Keywords

Dirichlet processesproduct partition modelsmeasurement error modeloutlier and change-point identification

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (4)

Nonparametric product partition models for multiple change-points analysis ⋮ Bayesian inference for dependent elliptical measurement error models ⋮ Bayesian outlier detection in Capital Asset Pricing Model ⋮ Bayesian Value-at-Risk with product partition models

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