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An Optimization Based Robust Identification Algorithm in the Presence of Outliers

✍ Scribed by Er-Wei Bai


Book ID
110349851
Publisher
Springer US
Year
2002
Tongue
English
Weight
199 KB
Volume
23
Category
Article
ISSN
0925-5001

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A robust hierarchical Bayes method is developed to smooth small area means when a number of covariates are available. The method is particularly suited when one or more outliers are present in the data. It is well known that the regular Bayes estimators of small area means, under normal prior distri