Pages that link to "Item:Q2920276"

The following pages link to Finding an unknown number of multivariate outliers (Q2920276):

Displaying 50 items.

• Robust tools for the imperfect world (Q92459) (← links)
• Anomaly Detection in Streaming Nonstationary Temporal Data (Q141797) (← links)
• A parametric framework for the comparison of methods of very robust regression (Q254398) (← links)
• Local statistical modeling via a cluster-weighted approach with elliptical distributions (Q263361) (← links)
• Analysis of the forward search using some new results for martingales and empirical processes (Q265297) (← links)
• Modeling international trade data with the Tweedie distribution for anti-fraud and policy support (Q320834) (← links)
• Robust estimation of location and scatter by pruning the minimum spanning tree (Q391812) (← links)
• Error rates for multivariate outlier detection (Q452626) (← links)
• New robust dynamic plots for regression mixture detection (Q481921) (← links)
• Genetic algorithms and particle swarm optimization for exploratory projection pursuit (Q647436) (← links)
• Benchmark testing of algorithms for very robust regression: FS, LMS and LTS (Q693263) (← links)
• The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator (Q746209) (← links)
• RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point (Q746340) (← links)
• An iterative method for the detection of multivariate outliers (Q1277825) (← links)
• Numerical reconstruction of the covariance matrix of a spherically truncated multinormal distribution (Q1658058) (← links)
• Robust methods for heteroskedastic regression (Q1658742) (← links)
• Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance (Q1666883) (← links)
• Robust Bayesian regression with the forward search: theory and data analysis (Q1694488) (← 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)
• Robust analysis of default intensity (Q1927110) (← links)
• The Box-Cox transformation: review and extensions (Q2038300) (← links)
• A robust deterministic affine-equivariant algorithm for multivariate location and scatter (Q2142999) (← links)
• Data science, big data and statistics (Q2273155) (← links)
• Weighted likelihood estimation of multivariate location and scatter (Q2273177) (← links)
• The power of monitoring: how to make the most of a contaminated multivariate sample (Q2324275) (← links)
• Outlyingness: which variables contribute most? (Q2329793) (← links)
• Multivariate elliptical truncated moments (Q2397126) (← links)
• Assessing trimming methodologies for clustering linear regression data (Q2418092) (← links)
• The forward search interactive outlier detection in cointegrated VAR analysis (Q2418273) (← links)
• Strong consistency and robustness of the forward search estimator of multivariate location and scatter (Q2438637) (← links)
• Identification of local multivariate outliers (Q2442681) (← links)
• Detecting atypical observations in financial data: the forward search for elliptical copulas (Q2442791) (← links)
• Robust estimation of efficient mean-variance frontiers (Q2442794) (← links)
• A diagnostic method for simultaneous feature selection and outlier identification in linear regression (Q2445773) (← links)
• Robust model selection with flexible trimming (Q2445783) (← links)
• The forward search: theory and data analysis (Q2511326) (← links)
• Discussion: The forward search: theory and data analysis (Q2511327) (← links)
• On consistency factors and efficiency of robust \(S\)-estimators (Q2513931) (← links)
• Discussion of `Asymptotic theory of outlier detection algorithms for linear time series regression models' by Johansen and Nielsen (Q2815577) (← links)
• Rejoinder: Asymptotic theory of outlier detection algorithms for linear time series regression models (Q2815584) (← links)
• Introducing Prior Information into the Forward Search for Regression (Q2963072) (← links)
• How to Marry Robustness and Applied Statistics (Q2963075) (← links)
• Big Data for Fraud Detection (Q3296122) (← links)
• Multivariate outliers and decompositions of mahalanobis distance (Q4541735) (← links)
• Wild adaptive trimming for robust estimation and cluster analysis (Q4629281) (← links)
• Multiple outliers detection in sparse high-dimensional regression (Q4960528) (← links)
• Detecting outliers and influential points: an indirect classical Mahalanobis distance-based method (Q4960662) (← links)
• Cluster detection and clustering with random start forward searches (Q5035759) (← links)