Outlyingness: which variables contribute most?

DOI10.1007/s11222-018-9831-5zbMath1430.62095arXiv1708.03761OpenAlexW3099466265WikidataQ129212993 ScholiaQ129212993MaRDI QIDQ2329793

Tim Verdonck, Sebastiaan Höppner, Sven Serneels, Michiel Debruyne

Publication date: 18 October 2019

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.03761

zbMATH Keywords

partial least squaresrobust statisticsvariable selectionsparsity

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32)

Related Items (3)

Elegant robustification of sparse partial least squares by robustness-inducing transformations ⋮ Robust regression estimation and variable selection when cellwise and casewise outliers are present ⋮ Cellwise robust M regression

Uses Software

• robustbase
• ROBPCA
• robustHD

Cites Work

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• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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