论文标题
贝叶斯分析限制学生-T $线性回归模型
Bayesian Analysis on Limiting the Student-$t$ Linear Regression Model
论文作者
论文摘要
对于线性回归模型中的异常问题，学生$ t $线性回归模型是可靠建模的常见方法之一，在文献中被广泛采用。但是，其中大多数在没有仔细的理论考虑的情况下应用了它。这项研究提供了实际上有用且相当简单的条件，以确保使用常规变化理论在$ y $方向上的$ y $方向上的异常值稳健。
For the outlier problem in linear regression models, the Student-$t$ linear regression model is one of the common methods for robust modeling and is widely adopted in the literature. However, most of them applies it without careful theoretical consideration. This study provides the practically useful and quite simple conditions to ensure that the Student-$t$ linear regression model is robust against an outlier in the $y$-direction using regular variation theory.
