Fast Very Robust Methods for the Detection of Multiple Outliers
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- Identification of Multiple Outliers in Logistic Regression
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- Applied regression analysis bibliography update 1994-97
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- Robust diagnostics for the heteroscedastic regression model
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- Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
- A simple more general boxplot method for identifying outliers
- Robust regression diagnostics with data transformations
- L1-norm projection pursuit principal component analysis
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
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