Robust regression estimation and variable selection when cellwise and casewise outliers are present

DOI10.15672/HUJMS.734212MaRDI QIDQ5164433zbMATH OpenOpenAlexFDO

Authors Onur Toka, Meral Çetin, Olcay Arslan

Publication date 11 November 2021

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15672/hujms.734212

zbMATH Keywords

outliersLassorobust variable selectioncellwise outlier

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)

Recommendations

• Robust regression estimation and inference in the presence of cellwise and casewise contamination
• Multivariate location and scatter matrix estimation under cellwise and casewise contamination
• Cellwise robust M regression
• A simulation study on classic and robust variable selection in linear regression
• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression

Cites work

• scientific article; zbMATH DE number 194744 (Why is no real title available?)
• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• A generalized spatial sign covariance matrix
• Adaptive robust variable selection
• An imputation method for categorical variables with application to nonlinear principal component analysis
• High breakdown-point and high efficiency robust estimates for regression
• Multivariate Outliers and the O3 Plot
• Multivariate location and scatter matrix estimation under cellwise and casewise contamination
• Outlyingness: which variables contribute most?
• Penalized MM regression estimation with \(L_\gamma\) penalty: a robust version of bridge regression
• Propagation of outliers in multivariate data
• Regularization and Variable Selection Via the Elastic Net
• Ridge Regression: Biased Estimation for Nonorthogonal Problems
• Robust Regression and Lasso
• Robust data imputation
• Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• Robust regression estimation and inference in the presence of cellwise and casewise contamination
• Robust statistics. Theory and methods (with R)
• Sequential imputation for missing values
• Snipping for robust \(k\)-means clustering under component-wise contamination
• The shooting S-estimator for robust regression
• Weighted LAD-LASSO method for robust parameter estimation and variable selection in regression

Cited in

(4)

• Multivariate location and scatter matrix estimation under cellwise and casewise contamination
• Robust regression estimation and inference in the presence of cellwise and casewise contamination
• CR-Lasso: robust cellwise regularized sparse regression
• Cellwise robust M regression

Describes a project that uses

Uses Software

• RobStatTM
• cellWise
• CRAN
• robustbase

This page was built for publication: Robust regression estimation and variable selection when cellwise and casewise outliers are present

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5164433)