RT Generic
T1 Comparing probabilistic methods for outlier detection
A1 Peña, Daniel
A1 Guttman, Irwin
A2 Universidad Carlos III de Madrid. Departamento de Economía, 
AB This paper compares the use of two posterior probability methods to deal with outliers in linear models. We show that putting together diagnostics that come from the mean-shift and variance-shift models yields a procedure that seems to be more effective than the use of probabilities computed from the posterior distributions of actual realized residuals. The relation of the suggested procedure to the use of a certain predictive distribution for diagnostics is derived.
SN 2340-5031
YR 1992
FD 1992-07
LK https://hdl.handle.net/10016/2841
UL https://hdl.handle.net/10016/2841
LA eng
DS e-Archivo
RD 2 may. 2024