Pages that link to "Item:Q5254942"
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The following pages link to Multivariate Outlier Detection With High-Breakdown Estimators (Q5254942):
Displayed 36 items.
- ICS for Multivariate Outlier Detection with Application to Quality Control (Q151135) (← links)
- Influence functions of the Spearman and Kendall correlation measures (Q257584) (← links)
- Local statistical modeling via a cluster-weighted approach with elliptical distributions (Q263361) (← links)
- Modeling international trade data with the Tweedie distribution for anti-fraud and policy support (Q320834) (← links)
- Computing of high breakdown regression estimators without sorting on graphics processing units (Q425179) (← links)
- Error rates for multivariate outlier detection (Q452626) (← links)
- Outlier detection in interval data (Q1630889) (← links)
- Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance (Q1666883) (← links)
- A reweighting approach to robust clustering (Q1702028) (← links)
- Density estimation of a unimodal continuous distribution in the presence of outliers (Q1787820) (← links)
- Robust distances for outlier-free goodness-of-fit testing (Q1800105) (← links)
- High-dimensional outlier detection using random projections (Q2074681) (← links)
- A spatial filtering inspired three-way clustering approach with application to outlier detection (Q2237120) (← links)
- Weighted likelihood estimation of multivariate location and scatter (Q2273177) (← links)
- Weighted likelihood mixture modeling and model-based clustering (Q2302489) (← links)
- The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
- The power of (extended) monitoring in robust clustering. Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample'' (Q2324279) (← links)
- Outlyingness: which variables contribute most? (Q2329793) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- Assessing trimming methodologies for clustering linear regression data (Q2418092) (← links)
- Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
- Identification of local multivariate outliers (Q2442681) (← links)
- The forward search: theory and data analysis (Q2511326) (← links)
- On consistency factors and efficiency of robust \(S\)-estimators (Q2513931) (← links)
- Robust model-based clustering with mild and gross outliers (Q2665787) (← links)
- Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ by Johansen and Nielsen (Q2815577) (← links)
- Outlier detection for multivariate skew-normal data: a comparative study (Q2862374) (← links)
- How to Marry Robustness and Applied Statistics (Q2963075) (← links)
- Derivative-free optimization and neural networks for robust regression (Q3145056) (← links)
- Wild adaptive trimming for robust estimation and cluster analysis (Q4629281) (← links)
- Global non-smooth optimization in robust multivariate regression (Q4924107) (← links)
- Multiple outliers detection in sparse high-dimensional regression (Q4960528) (← links)
- Thresholding-based outlier detection for high-dimensional data (Q4960672) (← links)
- Outlier detection with Mahalanobis square distance: incorporating small sample correction factor (Q5138721) (← links)
- Italian contributions on some recent research topics in cluster analysis (Q5148604) (← links)
- Boxplot-Based Outlier Detection for the Location-Scale Family (Q5265808) (← links)