Outlier Detection in High Dimension Using Regularization

DOI10.1007/978-3-642-33042-1_26OpenAlexW2282071784MaRDI QIDQ2805795

Peter Filzmoser, Moritz Gschwandtner

Publication date: 13 May 2016

Published in: Synergies of Soft Computing and Statistics for Intelligent Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-33042-1_26

zbMATH Keywords

outliersregularizationrobust statistics

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

The minimum weighted covariance determinant estimator for high-dimensional data ⋮ A co-median approach to detect compositional outliers

Uses Software

• glasso
• mvoutlier

Cites Work

• Sparse inverse covariance estimation with the graphical lasso
• Outlier identification in high dimensions
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator

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