ESTIMATION IN THE LINEAR-MODEL WHEN SPURIOUS OBSERVATIONS ARE PRESENT - BAYESIAN-APPROACH

被引：0

作者：

DUTTER, R ^{[1
]}

GUTTMAN, I ^{[1
]}

机构：

[1] UNIV TORONTO,TORONTO M5S 1A1,ONTARIO,CANADA

来源：

COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS | 1979年 / 8卷 / 07期

关键词：

bayesian approach; discriminatory analysis; multiple linear repression; outlier detection; spurious obser-; vations;

D O I：

10.1080/03610927908827788

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We consider the general linear regression model where spurious observations may be present. Under the usual assumptions on the error term (independence, nomality, equal variances) and the assumption that the spuriosity is of the shifted-mean type, we compute the posterior distribution of both the parameters of the model and the shift parameter of the spurious distribution, discuss the results and illustrate them with a numerical example. A generalization for vector-valued observations and an application is also given. © 1979 Taylor & Francis Group, LLC. All rights reserved.

引用

页码：611 / 635

页数：25

共 13 条

[1] BOX GEP, 1968, BIOMETRIKA, V55, P119, DOI 10.2307/2334456
[2] Box GEP, 2011, BAYESIAN INFERENCE S
[3] DEFINETTI B, 1961, 4TH P BERK S PROB ST, P199
[4] DEMPSTER AP, 1971, 511 HARV U DEP STAT
[5] DUTTER R, UNPUBLISHED
[6] GOLUB GH, 1973, P RES S MULTIVARIATE, P63
[7] GOULDEN CH, 1952, METHODS STATISTICAL, P529
[8] CARE AND HANDLING OF UNIVARIATE OR MULTIVARIATE OUTLINERS IN DETECTING SPURIOSITY - BAYESIAN APPROACH
GUTTMAN, I
[J]. TECHNOMETRICS, 1973, 15 (04) : 723 - 738
[9] GUTTMAN I, 1977, 7TH T PRAG C INF THE
[10] GUTTMAN I, 1975, APPLIED STATISTICS

← 1 2 →