Multiple outliers detection in sparse high-dimensional regression

DOI10.1080/00949655.2017.1379521MaRDI QIDQ4960528zbMATH OpenOpenAlexWikidataFDO

Authors Tao Wang, Qun Li, Bin Chen, Zhonghua Li

Publication date 23 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2017.1379521

zbMATH Keywords

high-dimensional linear regressionleast trimmed squaremultiple hypothesis testingmultiple outliers detection

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Diagnostics, and linear inference and regression (62J20)

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Cited in

(11)

• A new multiple outliers identification method in linear regression
• Fast calibrations of the forward search for testing multiple outliers in regression
• Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method
• Robust sparse regression by modeling noise as a mixture of Gaussians
• Robust difference-based outlier detection
• A new correction approach for information criteria to detect outliers in regression modeling
• Asymmetric influence measure for high dimensional regression
• A new outlier detection method based on convex optimization: application to diagnosis of Parkinson's disease
• Trustworthy regularized huber regression for outlier detection
• Distribution-insensitive influential point detection for high dimensional regression model
• Influence of single observations on the choice of the penalty parameter in ridge regression

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