Outlier detection using difference-based variance estimators in multiple regression

DOI10.1080/03610926.2017.1404101MaRDI QIDQ5075469OpenAlexFDO

Authors Chun Gun Park, In Young Kim

Publication date 16 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1404101

zbMATH Keywords

least squaresleave-one-out approachdifference-based error variance estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)

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• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• Bandwidth choice for nonparametric regression
• Error variance estimation via least squares for small sample nonparametric regression
• Estimating residual variance in nonparametric regression using least squares
• High breakdown-point and high efficiency robust estimates for regression
• Least Median of Squares Regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Outlier detection using nonconvex penalized regression
• Robust Statistics

Cited in

(5)

• Outlier Detection in a Circular Regression Model UsingCOVRATIOStatistic
• Outlier detection and accommodation in meta-regression models
• A new multiple outliers identification method in linear regression
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• Detection of outliers in the multivariate linear regression model

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• alr3

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