Outlier detection under multicollinearity

DOI10.1080/00949655.2011.638634MaRDI QIDQ4913944zbMATH OpenOpenAlexFDO

Authors Tomáš Jurczyk

Publication date 17 April 2013

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

Full work available at URL https://doi.org/10.1080/00949655.2011.638634

zbMATH Keywords

least trimmed squaresleast weighted squaresmulticollinearityoutlier detectionridge least weighted squares

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

• Improved feasible solution algorithms for high breakdown estimation.
• Least Median of Squares Regression
• Regressor space outliers in ridge regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

Cited in

(9)

• Diagnostics and plots for identifying collinearity-influential observations and for classifying multivariate outliers
• A heuristic algorithm to combat outliers and multicollinearity in regression model analysis
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• A useful approach to identify the multicollinearity in the presence of outliers
• Local influence in seemingly unrelated regression model with ridge estimate
• Trustworthy regularized huber regression for outlier detection
• An efficient real structure-preserving algorithm for the quaternion weighted least squares problem with equality constraint
• Regularized least weighted squares estimator in linear regression
• From robust neural networks toward robust nonlinear quantile estimation

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