Pages that link to "Item:Q2920276"
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The following pages link to Finding an unknown number of multivariate outliers (Q2920276):
Displaying 17 items.
- Robust estimation of a multilevel model with structural change (Q5084768) (← links)
- Evaluation of outlier detection method performance in symmetric multivariate distributions (Q5087955) (← 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)
- A small-sample correction factor for S-estimators (Q5220755) (← links)
- Outlier detection and robust variable selection via the penalized weighted LAD-LASSO method (Q5861495) (← links)
- Testing for outliers with conformal p-values (Q6046306) (← links)
- Reliable Robust Regression Diagnostics (Q6064626) (← links)
- The Use of Prior Information in Very Robust Regression for Fraud Detection (Q6086558) (← links)
- Consistency factor for the MCD estimator at the Student-\(t\) distribution (Q6089185) (← links)
- A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering (Q6099134) (← links)
- Robust Transformations for Multiple Regression via Additivity and Variance Stabilization (Q6552526) (← links)
- Adaptive subsample estimation for multivariate normal distributions (Q6562723) (← links)
- Robust asset allocation with conditional value at risk using the forward search (Q6576844) (← links)
- Multivariate doubly truncated moments for generalized skew-elliptical distributions with applications (Q6593073) (← links)
- Goodness-of-Fit Testing for the Newcomb-Benford Law With Application to the Detection of Customs Fraud (Q6623186) (← links)
- Bootstrap estimation of the proportion of outliers in robust regression (Q6657838) (← links)
