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Article: Quasi-Bayesian modelling of multivariate outliers
Title | Quasi-Bayesian modelling of multivariate outliers |
---|---|
Authors | |
Keywords | AIC Akaike's predictive likelihood Correlation. Multivariate outliers Quasi-Bayesian |
Issue Date | 1993 |
Publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/csda |
Citation | Computational Statistics And Data Analysis, 1993, v. 16 n. 3, p. 271-278 How to Cite? |
Abstract | A quasi-Bayesian approach using the Akaike's predictive likehood is proposed for the analysis of multivariate outliers. The method deals with the dimensionality problem arising from outlier models having different numbers of parameters, in the sense that models with extra parameters are penalized. It is applied with satisfactory results for the analysis of a data set on costs of transportation of milk. © 1993. |
Persistent Identifier | http://hdl.handle.net/10722/172371 |
ISSN | 2023 Impact Factor: 1.5 2023 SCImago Journal Rankings: 1.008 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Fung, WK | en_HK |
dc.contributor.author | BaconShone, J | en_HK |
dc.date.accessioned | 2012-10-30T06:22:11Z | - |
dc.date.available | 2012-10-30T06:22:11Z | - |
dc.date.issued | 1993 | en_HK |
dc.identifier.citation | Computational Statistics And Data Analysis, 1993, v. 16 n. 3, p. 271-278 | en_HK |
dc.identifier.issn | 0167-9473 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/172371 | - |
dc.description.abstract | A quasi-Bayesian approach using the Akaike's predictive likehood is proposed for the analysis of multivariate outliers. The method deals with the dimensionality problem arising from outlier models having different numbers of parameters, in the sense that models with extra parameters are penalized. It is applied with satisfactory results for the analysis of a data set on costs of transportation of milk. © 1993. | en_HK |
dc.language | eng | en_US |
dc.publisher | Elsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/csda | en_HK |
dc.relation.ispartof | Computational Statistics and Data Analysis | en_HK |
dc.subject | AIC | en_HK |
dc.subject | Akaike's predictive likelihood | en_HK |
dc.subject | Correlation. | en_HK |
dc.subject | Multivariate outliers | en_HK |
dc.subject | Quasi-Bayesian | en_HK |
dc.title | Quasi-Bayesian modelling of multivariate outliers | en_HK |
dc.type | Article | en_HK |
dc.identifier.email | Fung, WK: wingfung@hku.hk | en_HK |
dc.identifier.email | BaconShone, J: johnbs@hku.hk | en_HK |
dc.identifier.authority | Fung, WK=rp00696 | en_HK |
dc.identifier.authority | BaconShone, J=rp00056 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | en_US |
dc.identifier.scopus | eid_2-s2.0-0027869015 | en_HK |
dc.identifier.volume | 16 | en_HK |
dc.identifier.issue | 3 | en_HK |
dc.identifier.spage | 271 | en_HK |
dc.identifier.epage | 278 | en_HK |
dc.identifier.isi | WOS:A1993LW65400002 | - |
dc.publisher.place | Netherlands | en_HK |
dc.identifier.scopusauthorid | Fung, WK=13310399400 | en_HK |
dc.identifier.scopusauthorid | BaconShone, J=6602137416 | en_HK |
dc.identifier.issnl | 0167-9473 | - |