Regularized boxplot via convex clustering

DOI10.1080/00949655.2019.1576045OpenAlexW2911866426WikidataQ128447579 ScholiaQ128447579MaRDI QIDQ5107387

Changyi Park, Hosik Choi, Jong-June Jeon, J. C. Poythress, Cheol-Woo Park

Publication date: 27 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2019.1576045

zbMATH Keywords

shrinkage estimatorgroup comparisonconvex clusteringBox-Whisker plot

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items

Unnamed Item

Uses Software

• Mosek
• Rmosek
• catdata

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The Adaptive Lasso and Its Oracle Properties
• The ranking lasso and its application to sport tournaments
• Degrees of freedom in lasso problems
• The solution path of the generalized lasso
• Split Bregman method for large scale fused Lasso
• Composite quantile regression and the oracle model selection theory
• A simple more general boxplot method for identifying outliers
• GACV for quantile smoothing splines
• Identifying outliers with sequential fences
• Estimating the dimension of a model
• Interquantile shrinkage and variable selection in quantile regression
• Homogeneity detection for the high-dimensional generalized linear model
• Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
• Noncrossing quantile regression curve estimation
• Regression for Categorical Data
• The Identification of Multiple Outliers
• Simultaneous supervised clustering and feature selection over a graph
• A Simple Univariate Outlier Identification Procedure Designed for Large Samples
• Exploratory Data Analysis for Possibly Censored Data From Skewed Distributions
• Averaged gene expressions for regression
• Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
• Regression and time series model selection in small samples
• Regression Quantiles
• Quantile smoothing splines
• Model Selection for Extended Quasi-Likelihood Models in Small Samples
• Resistant and Test-Based Outlier Rejection: Effects on Gaussian One- and Two-Sample Inference
• Simple outlier labeling based on quantile regression, with application to the steelmaking process
• Sparsity and Smoothness Via the Fused Lasso
• Convex Optimization, Shape Constraints, Compound Decisions, and Empirical Bayes Rules
• Grouping Pursuit Through a Regularization Solution Surface
• Model Selection and Estimation in Regression with Grouped Variables

This page was built for publication: Regularized boxplot via convex clustering