Exploring multivariate data with the forward search.
From MaRDI portal
Publication:1422445
zbMath1049.62057MaRDI QIDQ1422445
Andrea Cerioli, Marco Riani, Anthony C. Atkinson
Publication date: 15 February 2004
Published in: Springer Series in Statistics (Search for Journal in Brave)
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Graphical methods in statistics (62A09) Multivariate analysis (62Hxx)
Related Items
Cluster detection and clustering with random start forward searches ⋮ The main contributions of robust statistics to statistical science and a new challenge ⋮ On finite mixture modeling of change-point processes ⋮ Finding an Unknown Number of Multivariate Outliers ⋮ Data driven robust estimation methods for fixed effects panel data models ⋮ Robust simultaneous confidence interval estimation of principal component loadings ⋮ Testing for principal component directions under weak identifiability ⋮ A necessary Bayesian nonparametric test for assessing multivariate normality ⋮ Studying crime trends in the USA over the years 2000--2012 ⋮ The forward search interactive outlier detection in cointegrated VAR analysis ⋮ A sequential distance-based approach for imputing missing data: forward imputation ⋮ Diagnostic analysis for a vector autoregressive model under Student′s t‐distributions ⋮ Clustering analysis of multivariate data: a weighted spatial ranks-based approach ⋮ A score test for detecting extreme values in a vector autoregressive model ⋮ Forward search outlier detection in data envelopment analysis ⋮ Determining the Number of Clusters Using Multivariate Ranks ⋮ Strong consistency and robustness of the forward search estimator of multivariate location and scatter ⋮ Some small-sample properties of some recently proposed multivariate outlier detection techniques ⋮ Identification of local multivariate outliers ⋮ Robust confirmatory factor analysis based on the forward search algorithm ⋮ A review of robust clustering methods ⋮ Inference for robust canonical variate analysis ⋮ Robust estimation of efficient mean-variance frontiers ⋮ A high breakdown, high efficiency and bounded influence modified GM estimator based on support vector regression ⋮ Wild adaptive trimming for robust estimation and cluster analysis ⋮ New robust dynamic plots for regression mixture detection ⋮ Robust Principal Component Analysis Based on Pairwise Correlation Estimators ⋮ Robust classification with categorical variables ⋮ Hubert, Rousseeuw and Segaert: ``Multivariate functional outlier detection ⋮ Transformation mixture modeling for skewed data groups with heavy tails and scatter ⋮ A robust forward weighted Lagrange multiplier test for conditional heteroscedasticity ⋮ Robust probabilistic PCA with missing data and contribution analysis for outlier detection ⋮ Benchmark testing of algorithms for very robust regression: FS, LMS and LTS ⋮ The minimum regularized covariance determinant estimator ⋮ Robust clustering around regression lines with high density regions ⋮ Influence diagnostic analysis in the possibly heteroskedastic linear model with exact restrictions ⋮ Object detection in multi-epoch data ⋮ Density estimation of a unimodal continuous distribution in the presence of outliers ⋮ The forward search: theory and data analysis ⋮ Econometric Applications of the Forward Search in Regression: Robustness, Diagnostics, and Graphics ⋮ Robust Transformations in Univariate and Multivariate Time Series ⋮ The Box-Cox transformation: review and extensions ⋮ Robust double clustering: a method based on alternating concentration steps ⋮ Robust distances for outlier-free goodness-of-fit testing ⋮ The Gaussian rank correlation estimator: robustness properties ⋮ RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point ⋮ Influence diagnostics in a vector autoregressive model ⋮ Influence Analysis on Discriminant Coordinates ⋮ Testing normality in the presence of outliers ⋮ The importance of the scales in heterogeneous robust clustering ⋮ Exploratory tools for clustering multivariate data ⋮ The power of monitoring: how to make the most of a contaminated multivariate sample ⋮ AN ADAPTIVE TRIMMED LIKELIHOOD ALGORITHM FOR IDENTIFICATION OF MULTIVARIATE OUTLIERS ⋮ Outliers detection in multivariate spatial linear models ⋮ Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample ⋮ Discussion of ``The power of monitoring: how to make the most of a contaminated multivariate sample ⋮ Influence diagnostics in elliptical spatial linear models ⋮ Robust analysis of bibliometric data ⋮ Influence functions of the Spearman and Kendall correlation measures ⋮ Integrated bank risk modeling: a bottom-up statistical framework