Bayesian estimation of the regression model with autocorrelated errors under contamination

被引：1
作者：
Mohammed, Noura Ait [1 ]
Ibazizen, Mohamed [1 ]
机构：
[1] Univ Mouloud Mammeri, Dept Math, Tizi Ouzou 15000, Algeria
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2008年 / 37卷 / 15期
关键词：
Bayesian inference; outliers; posterior distribution; regression model;
D O I：
10.1080/03610920801919668
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：
In this article, the Bayesian analysis of the regression model with errors terms generated by a first-order autoregressive model is considered. Our aim is to study the effect of two kinds of contamination of this model via the posterior distribution of the regression parameter.
引用
收藏
页码：2382 / 2389
页数：8
相关论文
共 50 条
  • [41] Estimation of hominoid ancestral population sizes under Bayesian coalescent models incorporating mutation rate variation and sequencing errors
    Burgess, Ralph
    Yang, Ziheng
    MOLECULAR BIOLOGY AND EVOLUTION, 2008, 25 (09) : 1979 - 1994
  • [42] Bayesian Inference for Negative Binomial—Beta Exponential Distribution and Its Regression Model
    Chanakarn Jornsatian
    Winai Bodhisuwan
    Lobachevskii Journal of Mathematics, 2022, 43 : 2501 - 2514
  • [43] ML estimation of multiple regression parameters under classification of the dependent variable
    Ageeva, Helena
    Kharin, Yuriy
    LITHUANIAN MATHEMATICAL JOURNAL, 2015, 55 (01) : 48 - 60
  • [44] A New Regression Model on the Unit Interval: Properties, Estimation, and Application
    Benites, Yury R.
    Cancho, Vicente G.
    Ortega, Edwin M. M.
    Vila, Roberto
    Cordeiro, Gauss M.
    MATHEMATICS, 2022, 10 (17)
  • [45] Forecasting the Stock Exchange Rate of Thailand Index by Conditional Heteroscedastic Autoregressive Nonlinear Model with Autocorrelated Errors
    Araveeporn, Autcha
    Ghosh, Sujit K.
    Budsaba, Kamon
    THAILAND STATISTICIAN, 2010, 8 (02): : 109 - 122
  • [46] Regression model for estimation of attribute reliability
    Lu G.
    Chang W.
    Chang, Wenjun (changwenjay@163.com), 2021, Taylor and Francis Ltd. (08) : 201 - 212
  • [47] Estimation and influence diagnostics for zero-inflated hyper-Poisson regression model: full Bayesian analysis
    Cancho, Vicente G.
    Bao Yiqi
    Fiorucci, Jose A.
    Barriga, Gladys D. C.
    Dey, Dipak K.
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47 (11) : 2741 - 2759
  • [48] A Bayesian semiparametric regression model for current status data
    Hariharan, Pavithra
    Sankaran, P. G.
    Variyath, Asokan Mulayath
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2025, 54 (03) : 824 - 836
  • [49] Bayesian inference for the Birnbaum–Saunders nonlinear regression model
    Rafael B. A. Farias
    Artur J. Lemonte
    Statistical Methods & Applications, 2011, 20 : 423 - 438
  • [50] Bayesian Inference for a Weighted Bilal Distribution: Regression Model
    Atikankul, Yupapin
    PAKISTAN JOURNAL OF STATISTICS AND OPERATION RESEARCH, 2023, 19 (01) : 1 - 13
12345