A useful approach to identify the multicollinearity in the presence of outliers

DOI10.1080/02664763.2014.993369OpenAlexW2082038193MaRDI QIDQ5130218

Alper Sinan, Bilal Barış Alkan

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.993369

zbMATH Keywords

outliersmulticollinearityminimum covariance determinant

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• ROBPCA

Cites Work

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• Breakdown points of affine equivariant estimators of multivariate location and covariance matrices
• Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
• Fast and robust discriminant analysis
• Asymptotics for the minimum covariance determinant estimator
• Robust factor analysis.
• Least Median of Squares Regression
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• Generalized Inverses, Ridge Regression, Biased Linear Estimation, and Nonlinear Estimation

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