Robust distances for outlier-free goodness-of-fit testing
From MaRDI portal
Publication:1800105
DOI10.1016/j.csda.2012.03.008zbMath1471.62036OpenAlexW2124035878WikidataQ59396912 ScholiaQ59396912MaRDI QIDQ1800105
Marco Riani, Andrea Cerioli, Alessio Farcomeni
Publication date: 19 October 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2012.03.008
Computational methods for problems pertaining to statistics (62-08) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items (16)
M-regression, false discovery rates and outlier detection with application to genetic association studies ⋮ A fuzzy approach to robust regression clustering ⋮ Reliable Robust Regression Diagnostics ⋮ Outlier-free merging of homogeneous groups of pre-classified observations under contamination ⋮ How to Marry Robustness and Applied Statistics ⋮ Strong consistency and robustness of the forward search estimator of multivariate location and scatter ⋮ Identification of local multivariate outliers ⋮ Wild adaptive trimming for robust estimation and cluster analysis ⋮ Tests for multivariate normality based on canonical correlations ⋮ Data science, big data and statistics ⋮ Weighted likelihood estimation of multivariate location and scatter ⋮ Density estimation of a unimodal continuous distribution in the presence of outliers ⋮ A MANOVA test for multivariate lognormal observations with a spike at zero, with application to ecological niches of South Africa ⋮ S-estimation of hidden Markov models ⋮ Special issue on robust analysis of complex data ⋮ A New Discordancy Test in Circular Data Using Spacings Theory
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Influence functions of the Spearman and Kendall correlation measures
- Robust variable selection with application to quality of life research
- Error rates for multivariate outlier detection
- High-breakdown robust multivariate methods
- A general trimming approach to robust cluster analysis
- Trimming and likelihood: Robust location and dispersion estimation in the elliptical model
- Fast and robust discriminant analysis
- Inference for mixtures of symmetric distributions
- Outlier identification in high dimensions
- Exploring multivariate data with the forward search.
- Asymptotics of reweighted estimators of multivariate location and scatter
- Goodness-of-fit analysis for multivariate normality based on generalized quantiles.
- A robust method for cluster analysis
- Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
- Assessing when a sample is mostly normal
- Semiparametric estimation of a two-component mixture model
- Finding an Unknown Number of Multivariate Outliers
- Robust and Efficient One-Way MANOVA Tests
- A review of modern multiple hypothesis testing, with particular attention to the false discovery proportion
- Chi-square tests for multivariate normality with application to common stock prices
- A class of invariant procedures for assessing multivariate normality
- Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
- An Appraisal and Bibliography of Tests for Multivariate Normality
- Multivariate Outlier Detection With High-Breakdown Estimators
- Robust Statistics
- Generalized Radius Processes for Elliptically Contoured Distributions
This page was built for publication: Robust distances for outlier-free goodness-of-fit testing
