A novel probabilistic method for robust parametric identification and outlier detection

KV Yuen, HQ Mu - Probabilistic Engineering Mechanics, 2012 - Elsevier
Outliers are one of the main concerns in statistics. Parametric identification results of
ordinary least squares are sensitive to outliers. Many robust estimators have been proposed …

Outlier detection and robust regression for correlated data

KV Yuen, GA Ortiz - Computer Methods in Applied Mechanics and …, 2017 - Elsevier
Outlier detection has attracted considerable interest in various areas. Existing outlier
detection methods usually assume independence of the modeling errors among the data …

Outlier detection by means of robust regression estimators for use in engineering science

S Hekimoglu, RC Erenoglu, J Kalina - Journal of Zhejiang university …, 2009 - Springer
This study compares the ability of different robust regression estimators to detect and classify
outliers. Well-known estimators with high breakdown points were compared using simulated …

Penalized weighted least squares for outlier detection and robust regression

X Gao, Y Fang - arXiv preprint arXiv:1603.07427, 2016 - arxiv.org
To conduct regression analysis for data contaminated with outliers, many approaches have
been proposed for simultaneous outlier detection and robust regression, so is the approach …

A New Efficient Redescending MEstimator for Robust Fitting of Linear Regression Models in the Presence of Outliers

DM Khan, M Ali, Z Ahmad, S Manzoor… - Mathematical …, 2021 - Wiley Online Library
Robust regression is an important iterative procedure that seeks analyzing data sets that are
contaminated with outliers and unusual observations and reducing their impact over …

Fully efficient robust estimation, outlier detection and variable selection via penalized regression

D Kong, HD Bondell, Y Wu - Statistica Sinica, 2018 - JSTOR
This paper studies the outlier detection and variable selection problem in linear regression.
A mean shift parameter is added to the linear model to reflect the effect of outliers, where an …

[PDF][PDF] Robust estimation and identifying outliers

PJ Rousseeuw - Handbook of statistical methods for engineers …, 1990 - wis.kuleuven.be
The least-squares method is currently the most popular approach to estimation because of
tradition and ease of computation. However, real data sets frequently contain outliers, which …

Robust regression in Stata

V Verardi, C Croux - The Stata Journal, 2009 - journals.sagepub.com
In regression analysis, the presence of outliers in the dataset can strongly distort the
classical least-squares estimator and lead to unreliable results. To deal with this, several …

Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method

Y Jiang, Y Wang, J Zhang, B Xie, J Liao… - Journal of Applied …, 2021 - Taylor & Francis
This paper studies the outlier detection and robust variable selection problem in the linear
regression model. The penalized weighted least absolute deviation (PWLAD) regression …

Outlier detection and robust estimation in linear regression models with fixed group effects

B Pérez, I Molina, D Peña - Journal of Statistical Computation and …, 2014 - Taylor & Francis
This work studies outlier detection and robust estimation with data that are naturally
distributed into groups and which follow approximately a linear regression model with fixed …