Outlier detection under multicollinearity

DOI10.1080/00949655.2011.638634zbMath1431.62301OpenAlexW1993644900MaRDI QIDQ4913944

Tomáš Jurczyk

Publication date: 17 April 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.638634

zbMATH Keywords

multicollinearityleast trimmed squaresoutlier detectionleast weighted squaresridge least weighted squares

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

• Improved feasible solution algorithms for high breakdown estimation.
• Least Median of Squares Regression
• Regressor space outliers in ridge regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems