Robust regression estimation and inference in the presence of cellwise and casewise contamination

DOI10.1016/j.csda.2016.01.004zbMath1468.62118arXiv1509.02564OpenAlexW2227784042MaRDI QIDQ1659174

Andy Leung, Hongyang Zhang, Ruben H. Zamar

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.02564

zbMATH Keywords

filteringrobust estimationcellwise outlierscomponentwise contaminationregression S-estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

2nd special issue on robust analysis of complex data ⋮ Robust regression with compositional covariates including cellwise outliers ⋮ Sparse regression for large data sets with outliers ⋮ Robust regression estimation and variable selection when cellwise and casewise outliers are present ⋮ Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample

Uses Software

• R
• UCI-ml
• MASS (R)
• robustbase
• rrcov
• GSE

Cites Work

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• Robust Estimation of Multivariate Location and Scatter in the Presence of Missing Data
• Robust Statistics
• Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination

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