Outlyingness: which variables contribute most?

DOI10.1007/s11222-018-9831-5zbMath1430.62095arXiv1708.03761OpenAlexW3099466265WikidataQ129212993 ScholiaQ129212993MaRDI QIDQ2329793

Tim Verdonck, Sebastiaan Höppner, Sven Serneels, Michiel Debruyne

Publication date: 18 October 2019

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.03761

zbMATH Keywords

partial least squaresrobust statisticsvariable selectionsparsity

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Statistics of extreme values; tail inference (62G32)

Related Items

Elegant robustification of sparse partial least squares by robustness-inducing transformations, Robust regression estimation and variable selection when cellwise and casewise outliers are present, Cellwise robust M regression

Uses Software

• robustbase
• ROBPCA
• robustHD

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The minimum regularized covariance determinant estimator
• Nearly unbiased variable selection under minimax concave penalty
• The Adaptive Lasso and Its Oracle Properties
• The shooting S-estimator for robust regression
• Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• High breakdown estimators for principal components: the projection-pursuit approach revis\-ited
• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Finding an Unknown Number of Multivariate Outliers
• The Identification of Multiple Outliers
• Least Median of Squares Regression
• Multivariate τ-Estimators for Location and Scatter
• Alternatives to the Median Absolute Deviation
• Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
• Sparse Partial Least Squares Regression for Simultaneous Dimension Reduction and Variable Selection
• Robust Methods for Data Reduction
• Multivariate Outlier Detection With High-Breakdown Estimators
• Regularization and Variable Selection Via the Elastic Net
• Robust Statistics
• Ridge Regression: Biased Estimation for Nonorthogonal Problems