Outlyingness: which variables contribute most?
From MaRDI portal
Publication:2329793
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
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
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