A novel probabilistic method for robust parametric identification and outlier detection
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 …
ordinary least squares are sensitive to outliers. Many robust estimators have been proposed …
Outlier detection and robust regression for correlated data
Outlier detection has attracted considerable interest in various areas. Existing outlier
detection methods usually assume independence of the modeling errors among the data …
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 …
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 …
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
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 …
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 …
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 …
tradition and ease of computation. However, real data sets frequently contain outliers, which …
Robust regression in Stata
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 …
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 …
regression model. The penalized weighted least absolute deviation (PWLAD) regression …
Outlier detection and robust estimation in linear regression models with fixed group effects
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 …
distributed into groups and which follow approximately a linear regression model with fixed …
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