Multivariate outlier detection with high-breakdown estimators
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- Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance
- A reweighting approach to robust clustering
- Density estimation of a unimodal continuous distribution in the presence of outliers
- Robust distances for outlier-free goodness-of-fit testing
- Outlier detection in non-elliptical data by kernel MRCD
- High-dimensional outlier detection using random projections
- Tempered positive Linnik processes and their representations
- A robust deterministic affine-equivariant algorithm for multivariate location and scatter
- A spatial filtering inspired three-way clustering approach with application to outlier detection
- Weighted likelihood estimation of multivariate location and scatter
- Weighted likelihood mixture modeling and model-based clustering
- The power of monitoring: how to make the most of a contaminated multivariate sample
- The power of (extended) monitoring in robust clustering. Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Outlyingness: which variables contribute most?
- Multivariate elliptical truncated moments
- Assessing trimming methodologies for clustering linear regression data
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter
- Identification of local multivariate outliers
- Outlier detection and robust covariance estimation using mathematical programming
- The forward search: theory and data analysis
- On consistency factors and efficiency of robust S-estimators
- Influence functions of the Spearman and Kendall correlation measures
- Local statistical modeling via a cluster-weighted approach with elliptical distributions
- Robust model-based clustering with mild and gross outliers
- Discussion of `Asymptotic theory of outlier detection algorithms for linear time series regression models' by Johansen and Nielsen
- On robust Mahalanobis distance issued from minimum vector variance
- Outlier detection for multivariate skew-normal data: a comparative study
- How to marry robustness and applied statistics
- The Identification of Multiple Outliers
- Derivative-free optimization and neural networks for robust regression
- Modeling international trade data with the Tweedie distribution for anti-fraud and policy support
- An improved outlier detection algorithm and robust estimation
- Outlier detection for multinomial data with a large number of categories
- Outlier detection for high-dimensional data
- Some small-sample properties of some recently proposed multivariate outlier detection techniques
- Computing of high breakdown regression estimators without sorting on graphics processing units
- Identification of Outliers in Multivariate Data
- Error rates for multivariate outlier detection
- Wild adaptive trimming for robust estimation and cluster analysis
- The finite sample breakdown point of PCS
- Outlier detection for high dimensional data using the comedian approach
- Global non-smooth optimization in robust multivariate regression
- Multiple outliers detection in sparse high-dimensional regression
- Thresholding-based outlier detection for high-dimensional data
- Nonparametric tests for detection of high dimensional outliers
- Outlier detection in non-parametric profile monitoring
- Outlier detection with Mahalanobis square distance: incorporating small sample correction factor
- Italian contributions on some recent research topics in cluster analysis
- Boxplot-based outlier detection for the location-scale family
- Robust Multivariate Outlier Labeling
- The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.
- Testing for outliers with conformal p-values
- Cellwise outlier detection with false discovery rate control
- Reliable Robust Regression Diagnostics
- Consistency factor for the MCD estimator at the Student-\(t\) distribution
- Identification of outlying observations for large-dimensional data
- On Characterizations and Tests of Benford’s Law
- The minimum weighted covariance determinant estimator for high-dimensional data
- Data adaptive functional outlier detection: analysis of the Paris bike sharing system data
- Adaptive subsample estimation for multivariate normal distributions
- Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications
- Minimum covariance determinant and extensions
- Outlier detection via a minimum ridge covariance determinant estimator
- Goodness-of-Fit Testing for the Newcomb-Benford Law With Application to the Detection of Customs Fraud
- Robust distances and multivariate outlier detection under heavy tails
- Data-driven cluster analysis method: a novel outliers detection method in multivariate data
- Copula-based regression estimation in the presence of outliers
- Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions
- The minimum weighted covariance determinant estimator
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