Outlier Detection in High Dimension Using Regularization

DOI10.1007/978-3-642-33042-1_26OpenAlexW2282071784MaRDI QIDQ2805795FDOQ2805795

Authors Moritz Gschwandtner, P. Filzmoser 

Publication date 13 May 2016

Published in Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-33042-1_26

zbMATH Keywords

outliersregularizationrobust statistics

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Outlier identification in high dimensions
• Sparse inverse covariance estimation with the graphical lasso

Cited In (4)

• Regularized linear discriminant analysis based on generalized capped \(l_{2, q}\)-norm
• A co-median approach to detect compositional outliers
• Improving the detection of unusual observations in high‐dimensional settings
• The minimum weighted covariance determinant estimator for high-dimensional data

Uses Software

• glasso
• mvoutlier

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