Robust cluster-based multivariate outlier diagnostics and parameter estimation in regression analysis

DOI10.1080/03610918.2014.960093MaRDI QIDQ2965569zbMATH OpenOpenAlexFDO

Authors Ekele Alih, Hong Choon Ong

Publication date 3 March 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2014.960093

zbMATH Keywords

similarity metricsbounded influence regressionaddition-point Least squares regressionDFFITS-statisticminimum Mahalanobis distancePivot point

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05)

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Cites work

• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• A Re-Weighted Least Squares Method for Robust Regression Estimation
• A class of robust and fully efficient regression estimators
• BACON: blocked adaptive computationally efficient outlier nominators.
• High breakdown-point and high efficiency robust estimates for regression
• Inconsistency of Resampling Algorithms for High-Breakdown Regression Estimators and a New Algorithm
• New tools for residual analysis
• Robust Statistics
• Robust diagnostic regression analysis
• Robust regression:a weighted least squares approach
• Small sample corrections for LTS and MCD

Cited in

(9)

• A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression
• An automated robust algorithm for clustering multivariate data
• Back propagation neural networks and multiple regressions in the case of heteroskedasticity
• Cluster-based \(L2\) re-weighted regression
• Clusters, outliers, and regression: Fixed point clusters
• A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering
• Bootstrap estimation of the proportion of outliers in robust regression
• Cluster-based multivariate outlier identification and re-weighted regression in linear models
• Outlier detection by regression diagnostics based on robust parameter estimates

Describes a project that uses

Uses Software

• robustbase

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