ROBOUT: a conditional outlier detection methodology for high-dimensional data

DOI10.1007/S00362-023-01492-3MaRDI QIDQ6579431zbMATH OpenFDO

Authors Matteo Farnè, Angelos T. Vouldis

Publication date 25 July 2024

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00362-023-01492-3

zbMATH Keywords

conditional outlierhigh dimensionmultivariate outlierrobust regressionvariable selection

Mathematics Subject Classification ID

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

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Cited in

(1)

• Bagging-based robust ridge M-estimators in linear regression model for mitigating multicollinearity and outliers

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