Procédures bayésiennes pour la détection d'observations singulières : synthèse bibliographique

Ondo, Jean-Cléophas; Ouarda, Taha B. M. J.; Fortin, Vincent; Bobée, Bernard

Journal de la Société française de statistique, Volume 142 (2001) no. 2, pp. 41-64.

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Gelfand A. E.. and Smith A. F. M. (1991). Gibbs Sampling for Marginal Posterior Expectations. Communications in Statistics : Theory Methods, 20 (5 et 6), pp. 1747-1766. | MR

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Kitagawa G. (1984). Bayesian Analysis of Outliers via Akaike's Predictive Likelihood of a Model. Communications in Statistics : Simulation and Computation., 13, pp. 107-126. | Zbl

Mcculloch C. E. and Meeter D. (1983). Discussion of Outliers by Beckman, R. J. and Cook, R. D., Technometrics, 25, pp. 152-155. | MR

Merwe A. J. and Botha T. J. (1993). A Bayesian Approach to Outlier Detection in Regression Analysis Using Gibbs Sampling. South African Statistics Journal, 27, pp. 181-202. | MR | Zbl

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Pettit L. I. (1992). Bayes Factors for Outlier Models Using the Device of Imaginary Observations, Journal of the American Statistical Association, Vol. 87, No. 418, pp. 541-545.

Pettit L. I. (1994). Bayesian Approaches to the Detection of Outliers in Poisson Samples, Communication in Statistics : Theory and Methods, 23(6), pp. 1785-1795. | MR | Zbl

Pettit L. I. and Smith A. F. M. (1983). Bayesian Model Comparaison in Presence of Outliers. Bulletin International Statistics Institute., 50, pp. 292-309. | MR | Zbl

Pettit L. I. and Smith A. F. M. (1985). Outliers and Influential Observations in Linear Models. In Bayesian Statististics 2, eds. J. M. Bernardo, M. H. DeGroot, D. V. Lindley and A. F. M. Smith, pp. 473-494. Amsterdam : North-Holland. | MR | Zbl

Spiegelhalter D. J. and Smith A. F. M. (1982). Bayes Factor for Linear and Log-Linear Models With Vague Prior Information, Journal of the Royal Statistical Society, Ser. B, 44, pp. 377-387. | MR | Zbl

Varbanov A. (1998). Bayesian Approach to Outliers Detection in Multivariate Normal Samples and Linear Models. Communication in Statistics : Theory and Methods, 27(3), pp.-547-557. | MR | Zbl

Verdinelli I and Wasserman L. (1992). Bayesian Analysis of Outlier Problem Using the Gibbs Sampler. Statistics and Computing, 1, pp. 105-117.