贝叶斯框架下对分配、分离和概率确定有影响的观测值的检测

The Detection of Influential Observations for Allocation, Separation, and the Determination of Probabilities in a Bayesian Framework

Journal of Business & Economic Statistics · 1987
被引 21
人大 AABS 4

中文导读

从预测角度讨论正态理论下的分离与分配问题,定义影响统计量来评估特定观测值对推断目标(未来观测分配、总体分离、概率确定)的影响,并用金融数据示例说明方法。

Abstract

Normal theory separation and allocation problems are discussed from a predictive point of view. Influence statistics are defined and employed to ascertain the impact that particular observations will have on the inferential goals—allocation of future observations, separation between populations, and the determination of probabilities for future cases. Methods are illustrated on a collection of financial data taken from Johnson and Wichern (1982).

贝叶斯推断影响观测值分配问题分离问题