Outlier detection for high-dimensional data

From MaRDI portal
Publication:3455808

DOI10.1093/biomet/asv021zbMath1452.62378OpenAlexW2253395520MaRDI QIDQ3455808

Changliang Zou, Guosheng Yin, Zhaojun Wang, Kwangil Ro

Publication date: 11 December 2015

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/asv021




Related Items (20)

Distance-based outlier detection for high dimension, low sample size dataMahalanobis distance based on minimum regularized covariance determinant estimators for high dimensional dataAsymmetric influence measure for high dimensional regressionOutlier detection in non-parametric profile monitoringCellwise outlier detection with false discovery rate controlMinimum regularized covariance determinant and principal component analysis-based method for the identification of high leverage points in high dimensional sparse dataIdentification of outlying observations for large-dimensional dataA setwise EWMA scheme for monitoring high-dimensional datastreamsNonparametric Two-Sample Tests of High Dimensional Mean Vectors via Random IntegrationThe minimum weighted covariance determinant estimator for high-dimensional dataOn high-dimensional change point problemCauchy robust principal component analysis with applications to high-deimensional data setsSubspace rotations for high-dimensional outlier detectionMultiple outliers detection in sparse high-dimensional regressionThresholding-based outlier detection for high-dimensional dataOutlier detection for multinomial data with a large number of categoriesMultiple Influential Point Detection in High Dimensional Regression SpacesHigh-dimensional outlier detection using random projectionsThe minimum weighted covariance determinant estimator revisitedOutlier detection via a block diagonal product estimator




This page was built for publication: Outlier detection for high-dimensional data