Exploring multivariate data with the forward search.
From MaRDI portal
Publication:1422445
zbMATH Open1049.62057MaRDI QIDQ1422445FDOQ1422445
Authors: Anthony C. Atkinson, Marco Riani, Andrea Cerioli 
Publication date: 15 February 2004
Published in: Springer Series in Statistics (Search for Journal in Brave)
Recommendations
Graphical methods in statistics (62A09) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Multivariate analysis (62Hxx)
Cited In (68)
- The main contributions of robust statistics to statistical science and a new challenge
- Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample
- Discussion: The forward search: theory and data analysis
- Robust analysis of bibliometric data
- A necessary Bayesian nonparametric test for assessing multivariate normality
- A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity
- Robust probabilistic PCA with missing data and contribution analysis for outlier detection
- Transformation mixture modeling for skewed data groups with heavy tails and scatter
- New robust dynamic plots for regression mixture detection
- Robust confirmatory factor analysis based on the forward search algorithm
- Robust estimation of efficient mean-variance frontiers
- Robust classification with categorical variables
- Clustering analysis of multivariate data: a weighted spatial ranks-based approach
- Some small-sample properties of some recently proposed multivariate outlier detection techniques
- Determining the number of clusters using multivariate ranks
- Benchmark testing of algorithms for very robust regression: FS, LMS and LTS
- Forward search outlier detection in data envelopment analysis
- Robust double clustering: a method based on alternating concentration steps
- Exploratory tools for clustering multivariate data
- The importance of the scales in heterogeneous robust clustering
- Robust distances for outlier-free goodness-of-fit testing
- Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions
- AN ADAPTIVE TRIMMED LIKELIHOOD ALGORITHM FOR IDENTIFICATION OF MULTIVARIATE OUTLIERS
- Object detection in multi-epoch data
- Integrated bank risk modeling: a bottom-up statistical framework
- Influence diagnostics in a vector autoregressive model
- On finite mixture modeling of change-point processes
- Robust Transformations in Univariate and Multivariate Time Series
- Robust diagnostic regression analysis
- Studying crime trends in the USA over the years 2000--2012
- Finding an unknown number of multivariate outliers
- Data driven robust estimation methods for fixed effects panel data models
- Cluster detection and clustering with random start forward searches
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point
- Testing normality in the presence of outliers
- The forward search: theory and data analysis
- A review of robust clustering methods
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter
- The minimum regularized covariance determinant estimator
- Density estimation of a unimodal continuous distribution in the presence of outliers
- Testing for principal component directions under weak identifiability
- Outliers detection in multivariate spatial linear models
- The forward search and data visualization
- Influence diagnostics in elliptical spatial linear models
- Inference for robust canonical variate analysis
- Identification of local multivariate outliers
- Influence functions of the Spearman and Kendall correlation measures
- The power of monitoring: how to make the most of a contaminated multivariate sample
- Robust principal component analysis based on pairwise correlation estimators
- Hubert, Rousseeuw and Segaert: ``Multivariate functional outlier detection
- Wild adaptive trimming for robust estimation and cluster analysis
- The Gaussian rank correlation estimator: robustness properties
- A sequential distance-based approach for imputing missing data: forward imputation
- The forward search interactive outlier detection in cointegrated VAR analysis
- The Box-Cox transformation: review and extensions
- Robust clustering around regression lines with high density regions
- Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics
- Robust simultaneous confidence interval estimation of principal component loadings
- A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression
- The three basic types of residuals for a linear model
- A score test for detecting extreme values in a vector autoregressive model
- Robust asset allocation with conditional value at risk using the forward search
- ROBOUT: a conditional outlier detection methodology for high-dimensional data
- Diagnostic analysis for a vector autoregressive model under Student′s t‐distributions
- Influence analysis on discriminant coordinates
- A forward search algorithm for detecting extreme study effects in network meta-analysis
- Robust clustering based on trimming
This page was built for publication: Exploring multivariate data with the forward search.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1422445)
