RT Generic
T1 Bayesian outliers functions for linear models
A1 Peña, Daniel
A1 Tiao, George C.
A2 Universidad Carlos III de Madrid. Departamento de Economía, 
AB This paper introduces two new diagnostic tools: the Bayesian outlier curve (BOC) and the Sequential Bayesian outlier curve (SEBOC). Both are built using the posterior odds for every possible number of outliers in a scale contaminated linear model. It is shown that these functions have a cross-validation interpretation, and can be useful to judge the robustness of the fitted model. The computation of these curves is carried out using ideas from stratified sampling.
SN 2340-5031
YR 1991
FD 1991-03
LK https://hdl.handle.net/10016/5816
UL https://hdl.handle.net/10016/5816
LA eng
DS e-Archivo
RD 7 may. 2024