Thresholding-based outlier detection for high-dimensional data
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Cites work
- A cluster-based outlier detection scheme for multivariate data
- High-dimensional classification using features annealed independence rules
- Higher criticism for detecting sparse heterogeneous mixtures.
- Higher criticism for large-scale inference, especially for rare and weak effects
- scientific article; zbMATH DE number 3986407 (Why is no real title available?)
- Multivariate outlier detection with high-breakdown estimators
- Multivariate statistical process control using Lasso
- Outlier detection for high-dimensional data
- Outlier identification in high dimensions
- Principal component regression for data containing outliers and missing elements
- Projection-based outlier detection in functional data
- Simulation‐based hypothesis testing of high dimensional means under covariance heterogeneity
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
- The multivariate least-trimmed squares estimator
- Theoretical Measures of Relative Performance of Classifiers for High Dimensional Data with Small Sample Sizes
- Two-Sample Test of High Dimensional Means Under Dependence
- UPS delivers optimal phase diagram in high-dimensional variable selection
Cited in
(5)- Outlier detection via a block diagonal product estimator
- Identification of outlying observations for large-dimensional data
- Trustworthy regularized huber regression for outlier detection
- Outlier detection via a minimum ridge covariance determinant estimator
- An adaptive threshold for outlier detection in high-dimensional settings
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