Bayesian unmasking in linear models.

DOI10.1016/S0167-9473(00)00033-5zbMath1080.62512OpenAlexW2145718662MaRDI QIDQ5940874

Daniel Peña, Ana Justel

Publication date: 20 August 2001

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

Full work available at URL: https://doi.org/10.1016/s0167-9473(00)00033-5

zbMATH Keywords

Gibbs samplerLinear regressionMultiple outliersSequential learning

Mathematics Subject Classification ID

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

Related Items (5)

Use of likelihood ratio tests to detect outliers under the variance shift outlier model ⋮ APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Bayesian unmasking in linear models. ⋮ Bayesian likelihood robustness in linear models ⋮ Bayesian identification of clustered outliers in multiple regression

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• A Bayesian approach to outlier detection and residual analysis
• Comparing probabilistic methods for outlier detection in linear models
• A Bayesian approach to some outlier problems
• Robust Statistics
• Bayesian unmasking in linear models.

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