Cellwise robust M regression

DOI10.1016/J.CSDA.2020.106944MaRDI QIDQ134514zbMATH OpenOpenAlexFDO

Authors Peter Filzmoser, S. Höppner, I. Ortner, S. Serneels, T. Verdonck, P. Filzmoser, Sebastiaan Höppner, Irene Ortner, Tim Verdonck, Sven Serneels

Publication date July 2020

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.03407

zbMATH Keywords

linear regressioncellwise outlierscellwise robust M regressioncellwise robust statisticsdetecting deviating cells

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3885116 (Why is no real title available?)
• scientific article; zbMATH DE number 3905646 (Why is no real title available?)
• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• A comparison of algorithms for the multivariate \(L_1\)-median
• Alternatives to the Median Absolute Deviation
• Fast and robust bootstrap
• High breakdown-point and high efficiency robust estimates for regression
• Least Median of Squares Regression
• Outlyingness: which variables contribute most?
• Robust Statistics
• Robust Statistics
• Robust statistics. Theory and methods (with R)
• Sharpening Wald-type inference in robust regression for small samples
• The shooting S-estimator for robust regression

Cited in

(10)

• Robust Cell-Load Learning With a Small Sample Set
• ROBOUT: a conditional outlier detection methodology for high-dimensional data
• Robust variable selection under cellwise contamination
• Robust regression with compositional covariates including cellwise outliers
• LowCon: A Design-based Subsampling Approach in a Misspecified Linear Model
• The Cellwise Minimum Covariance Determinant Estimator
• crmReg
• Robust regression estimation and inference in the presence of cellwise and casewise contamination
• CR-Lasso: robust cellwise regularized sparse regression
• Robust regression estimation and variable selection when cellwise and casewise outliers are present

Describes a project that uses

Uses Software

• RobStatTM
• robustbase

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