BACON: blocked adaptive computationally efficient outlier nominators.
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Publication:1583192
DOI10.1016/S0167-9473(99)00101-2zbMATH Open1145.62314OpenAlexW1988177629MaRDI QIDQ1583192FDOQ1583192
Authors: Nedret Billor, Ali S. Hadi, Paul F. Velleman 
Publication date: 26 October 2000
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(99)00101-2
Recommendations
outlier detectionresidualsdata miningMahalanobis distanceprediction errorrobust statisticsmultivariate outliersrobust distanceregression outliers
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Cited In (53)
- Functional outlier detection with robust functional principal component analysis
- An automated robust algorithm for clustering multivariate data
- Robust functional principal component analysis based on a new regression framework
- A monitoring display of multivariate outliers
- Outliers in official statistics
- The performance of diagnostic-robust generalized potentials for the identification of multiple high leverage points in linear regression
- Identification of multiple high leverage points in logistic regression
- Identification and classification of multiple outliers, high leverage points and influential observations in linear regression
- Fast calibrations of the forward search for testing multiple outliers in regression
- Shape bias of robust covariance estimators: an empirical study
- Robust multipe imputation with GAM
- Evaluation of robust outlier detection methods for zero-inflated complex data
- Procedures for the identification of multiple influential observations in linear regression
- Robust nonlinear partial least squares regression using the BACON algorithm
- A genetic algorithm based modification on the LTS algorithm for large data sets
- Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method
- Multiple influential point detection in high dimensional regression spaces
- The DetS and DetMM estimators for multivariate location and scatter
- Robust dependence modeling for high-dimensional covariance matrices with financial applications
- Influence function analysis for the robust partial least squares (RoPLS) estimator
- A fast algorithm for robust regression with penalised trimmed squares
- An outlier-resistant test for heteroscedasticity in linear models
- A procedure for outlier identification in data sets from continuous distributions
- Derived components regression using the BACON algorithm
- Performance of linear discriminant analysis using different robust methods
- Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis
- A probabilistic method for detecting multivariate extreme outliers
- Robust detection of multiple outliers in grouped multivariate data
- Evaluation of outlier detection method performance in symmetric multivariate distributions
- Separating a mixture of two normals with proportional covariances
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method
- Dimension Reduction for Outlier Detection Using DOBIN
- Detection of influential points as a byproduct of resampling-based variable selection procedures
- Robust weighted LAD regression
- Robust functional principal components for sparse longitudinal data
- A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering
- mvBACON
- The Effect of Outliers in Independent Component Analysis
- A new multiple outliers identification method in linear regression
- An outlier nomination method based on the multihalver.
- A diagnostic measure for influential observations in linear regression
- On normalization and algorithm selection for unsupervised outlier detection
- Cluster-based multivariate outlier identification and re-weighted regression in linear models
- Automatic Editing for Business Surveys: An Assessment of Selected Algorithms
- Multivariate Outliers and the O3 Plot
- Minimum covariance determinant and extensions
- Outlier identification in high dimensions
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- Generalized spherical principal component analysis
- Identification of Multiple Outliers in Logistic Regression
- Identification of multiple influential observations in logistic regression
- Detection of atypical response trajectories in biomedical longitudinal databases
- Minimum Regularized Covariance Trace Estimator and Outlier Detection for Functional Data
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