Conditional selective inference for robust regression and outlier detection using piecewise-linear homotopy continuation

DOI10.1007/s10463-022-00846-2OpenAlexW3156570015MaRDI QIDQ2087410

Vo Nguyen Le Duy, Ichiro Takeuchi, Toshiaki Tsukurimichi, Yu Inatsu

Publication date: 20 October 2022

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.10840

zbMATH Keywords

robust regressionoutlier detectionselective inferenceparametric programing

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Exact statistical inference for the Wasserstein distance by selective inference. Selective inference for the Wasserstein distance

Uses Software

• robustbase
• covTest
• outference

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Exact post-selection inference, with application to the Lasso
• Valid post-selection inference
• Selecting the number of principal components: estimation of the true rank of a noisy matrix
• Can one estimate the conditional distribution of post-model-selection estimators?
• Outliers in multivariate regression models.
• A method for simultaneous variable selection and outlier identification in linear regression
• Selective inference with a randomized response
• Robust regression: Asymptotics, conjectures and Monte Carlo
• Least angle regression. (With discussion)
• Multiple outlier detection in growth curve model with unstructured covariance matrix
• Multi-parametric solution-path algorithm for instance-weighted support vector machines
• Confidence sets based on penalized maximum likelihood estimators in Gaussian regression
• A significance test for the lasso
• On some analogues to linear combinations of order statistics in the linear model
• Piecewise linear regularized solution paths
• Approximating parameterized convex optimization problems
• Outlier Detection Using Nonconvex Penalized Regression
• Valid Inference Corrected for Outlier Removal
• Selective inference in complex research
• Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
• Robust Locally Weighted Regression and Smoothing Scatterplots
• A Robust Method for Multiple Linear Regression
• Testing for a Single Outlier from a General Linear Regression
• Detection of Influential Observation in Linear Regression
• Regression Quantiles
• A Comparison of Preliminary Estimators for Robust Regression
• Two Robust Alternatives to Least-Squares Regression
• A new approach to variable selection in least squares problems
• Robust Statistics
• Some slippage tests of mean for a single outlier in linear regression
• An Improved Algorithm for Discrete $l_1 $ Linear Approximation
• The Joint Distribution of the Standardized Least Squares Residuals from a General Linear Regression
• MODEL SELECTION AND INFERENCE: FACTS AND FICTION
• False Discovery Rate–Adjusted Multiple Confidence Intervals for Selected Parameters
• Econometric applications of high-breakdown robust regression techniques