Skip to main content
Go to the home page of the European Commission (opens in new window)
English en
CORDIS - EU research results
CORDIS
Content archived on 2024-05-14

Applications of the gibbs sampling algorithm to multiple outlier detection in econometric models - the masking problem

Objective



The proposal of this project is the research and development of new methods to identify groups of outliers in econometric models. When multiple outliers exist, the standard detection statistics for a single outlier are not reliable: they may not identify groups of outliers and they may identify as outliers data that are not. This is the masking problem. The new procedures will be develop from the Bayesian point of view and using Markov Chain Monte Carlo (MCMC) methods.

Fields of science (EuroSciVoc)

This project has not yet been classified with EuroSciVoc.
Be the first one to suggest relevant scientific fields and help us improve our classification service

Programme(s)

Topic(s)

Call for proposal

Data not available

Funding Scheme

RGI - Research grants (individual fellowships)

Coordinator

UNIVERSITE CATHOLIQUE DE LOUVAIN
EU contribution
No data
Address
34,Voie du Roman Pays 34
1348 LOUVAIN-LA-NEUVE
Belgium
Total cost
No data

Participants (1)