离群值检测与残差分析的贝叶斯方法

A Bayesian Approach to Outlier Detection and Residual Analysis

Biometrika · 1988
被引 10
ABS 4

中文导读

提出一种在线性模型中检测离群值的贝叶斯方法,通过考察随机误差的后验分布来识别离群值,并建议使用增强残差图作为图形辅助工具。

Abstract

An approach to detecting outliers in a linear model is developed. An outlier is defined to be an observation with a large random error, generated by the linear model under consideration. Outliers are detected by examining the posterior distribution of the random errors. An augmented residual plot is also suggested as a graphical aid in finding outliers.

统计学贝叶斯方法线性模型异常检测