Identification of outlying observations for large-dimensional data

DOI10.1080/02664763.2021.1993799MaRDI QIDQ6099331zbMATH OpenOpenAlexFDO

Authors Xiaona Yang, Yun-Fei Guo, Zhonghua Li

Publication date 19 June 2023

Published in Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9870021

zbMATH Keywords

asymptotic distributionlarge-dimension statisticsmultiple hypothesis testingoutlier identificationrobust statistics

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A test for the mean vector with fewer observations than the dimension
• High-dimensional inference: confidence intervals, \(p\)-values and R-software \texttt{hdi}
• scientific article; zbMATH DE number 3684698 (Why is no real title available?)
• scientific article; zbMATH DE number 193125 (Why is no real title available?)
• Multivariate outlier detection with high-breakdown estimators
• Outlier detection for high-dimensional data
• Outlier identification in high dimensions
• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Thresholding-based outlier detection for high-dimensional data
• Two-Sample Test of High Dimensional Means Under Dependence

Cited in

(5)

• Identifying outlying observations in regression trees
• scientific article; zbMATH DE number 5589333 (Why is no real title available?)
• Outlier detection via a minimum ridge covariance determinant estimator
• Identifying outlying groups through residual analysis and its application to healthcare expenditure
• An adaptive threshold for outlier detection in high-dimensional settings

This page was built for publication: Identification of outlying observations for large-dimensional data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6099331)