Identifying outlying observations in regression trees

zbMATH Open1348.62134MaRDI QIDQ338316FDOQ338316

Authors: Nicholas Granered, Samantha C. Bates Prins 

Publication date: 4 November 2016

Published in: Missouri Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.mjms/1474295357

Recommendations

• Identifying Regression Outliers and Mixtures Graphically
• Detecting and treating outliers in dynamic regression models
• Outlier detection in high-dimensional regression model
• Identification of outlying observations for large-dimensional data
• Detection of outliers in the multivariate linear regression model

zbMATH Keywords

outlier detectionCARToutlierbackward-steppinginfluential observationsrobust models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cited In (1)

• Robust regression trees based on \(M\)-estimators

This page was built for publication: Identifying outlying observations in regression trees

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q338316)