Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation

DOI10.1007/S10463-022-00846-2OpenAlexW3156570015MaRDI QIDQ2087410

Vo Nguyen Le Duy, Ichiro Takeuchi, Toshiaki Tsukurimichi, Yu Inatsu

Publication date: 20 October 2022

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.10840

zbMATH Keywords

robust regressionoutlier detectionselective inferenceparametric programing

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Exact statistical inference for the Wasserstein distance by selective inference. Selective inference for the Wasserstein distance

Uses Software

• robustbase
• covTest
• outference

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