Date of Award
Master of Science
Datasets often exhibit heavy tailed behavior and standard analyses are often heavily influenced by outliers. We propose a nonparametric regression model whose error term distribution is a mixture of a normal and a Student t distribution. This results in a model that is more resistant to outliers compared to a model with a normal error term.
Received from ProQuest
Courtney Marie Barnes
Barnes, Courtney Marie, "Bayesian Nonparametric Regression with a Flexible Error Term Distribution" (2010). Open Access Theses & Dissertations. 2643.