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Bayesian Local Contamination Models for Multivariate Outliers

Summary: [This abstract is based on the authors' abstract.] The authors propose a local contamination model that models the process level of a hierarchical model with possibly nonparametric contamination. The method is particularly flexible because it allows varying random subsets of mean vector elements to be assigned to the contamination component. A simulation study compares this method to other approaches. The model is applied to the NIST/NOAA interlaboratory study that inspired its development.

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  • Topics: Statistics
  • Keywords: Bayesian methods, Classification, Interlaboratory comparisons, Modeling, Simulations, Mixtures
  • Author: Page, Garritt L.; Dunson, David B.
  • Journal: Technometrics