Bayesian approach to outlier detection in multivariate normal samples and linear models
نویسندگان
چکیده
منابع مشابه
Outlier Detection Methods in Multivariate Regression Models
Outlier detection statistics based on two models, the case-deletion model and the mean-shift model, are developed in the context of a multivariate linear regression model. These are generalizations of the univariate Cook’s distance and other diagnostic statistics. Approximate distributions of the proposed statistics are also obtained to get suitable cutoff points for significance tests. In addi...
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The objective of this research is detection of outliers in multivariate data employing various distance measure, particularly using robust regression diagnosis technique. Several classical outlier identification methods are based on the sample mean and covariance matrix in general. But they do not always yield better result, as they themselves are affected by the outliers. Sometimes one outlier...
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ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 1998
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610929808832112