Outlier detection using difference-based variance estimators in multiple regression

DOI10.1080/03610926.2017.1404101OpenAlexW2774175088MaRDI QIDQ5075469FDOQ5075469

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

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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)

Cites Work

• Robust Statistics
• Least Median of Squares Regression
• Title not available (Why is that?)
• High breakdown-point and high efficiency robust estimates for regression
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• Bandwidth choice for nonparametric regression
• On One-Step GM Estimates and Stability of Inferences in Linear Regression
• Title not available (Why is that?)
• Title not available (Why is that?)
• Outlier detection using nonconvex penalized regression
• Estimating residual variance in nonparametric regression using least squares
• A Bounded Influence, High Breakdown, Efficient Regression Estimator
• Error variance estimation via least squares for small sample nonparametric regression

Cited In (5)

• Title not available (Why is that?)
• Detection of outliers in the multivariate linear regression model
• A new multiple outliers identification method in linear regression
• Outlier Detection in a Circular Regression Model UsingCOVRATIOStatistic
• Outlier detection and accommodation in meta-regression models

Uses Software

• alr3

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