The following pages link to mvBACON (Q52203):
Displaying 30 items.
- Multivariate Outliers and the O3 Plot (Q138484) (← links)
- Fast calibrations of the forward search for testing multiple outliers in regression (Q477987) (← links)
- A fast algorithm for robust regression with penalised trimmed squares (Q650724) (← links)
- Separating a mixture of two normals with proportional covariances (Q745522) (← links)
- Outliers in official statistics (Q830270) (← links)
- A procedure for outlier identification in data sets from continuous distributions (Q882930) (← links)
- Robust weighted LAD regression (Q959399) (← links)
- Derived components regression using the BACON algorithm (Q1010390) (← links)
- Outlier identification in high dimensions (Q1023500) (← links)
- The DetS and DetMM estimators for multivariate location and scatter (Q1623726) (← links)
- Robust dependence modeling for high-dimensional covariance matrices with financial applications (Q1624844) (← links)
- Detection of influential points as a byproduct of resampling-based variable selection procedures (Q1658400) (← links)
- Robust nonlinear partial least squares regression using the BACON algorithm (Q1741704) (← links)
- A new multiple outliers identification method in linear regression (Q2175218) (← links)
- On normalization and algorithm selection for unsupervised outlier detection (Q2218408) (← links)
- Shape bias of robust covariance estimators: an empirical study (Q2442689) (← links)
- Functional outlier detection with robust functional principal component analysis (Q2512771) (← links)
- Automatic Editing for Business Surveys: An Assessment of Selected Algorithms (Q3421327) (← links)
- (Q4606893) (← links)
- Evaluation of robust outlier detection methods for zero-inflated complex data (Q5037099) (← links)
- Dimension Reduction for Outlier Detection Using DOBIN (Q5066431) (← links)
- Evaluation of outlier detection method performance in symmetric multivariate distributions (Q5087955) (← links)
- Robust Detection of Multiple Outliers in Grouped Multivariate Data (Q5123362) (← links)
- Identification of multiple influential observations in logistic regression (Q5123641) (← links)
- Identification of multiple high leverage points in logistic regression (Q5129140) (← links)
- Cluster-based multivariate outlier identification and re-weighted regression in linear models (Q5130213) (← links)
- An outlier-resistant test for heteroscedasticity in linear models (Q5130277) (← links)
- Identification and classification of multiple outliers, high leverage points and influential observations in linear regression (Q5138010) (← links)
- Multiple Influential Point Detection in High Dimensional Regression Spaces (Q5234406) (← links)
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
