𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Outlier detection by robust alternating regression

✍ Scribed by Åsmund Ukkelberg; Odd S. Borgen

Book ID
102985289
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
528 KB
Volume
277
Category
Article
ISSN
0003-2670

No coin nor oath required. For personal study only.

✦ Synopsis

The sum of least-squares regression method is normally used when principal components are extracted from a data matrix. This may result in a misleading set of principal components if outliers are present in the data set, in terms of both the number of components and their direction in vector space. Therefore, a robust alternating regression method is proposed. This method can be used to detect and correct or eliminate outliers.

📜 SIMILAR VOLUMES

Outlier Detection in Regression Models w
Outlier Detection in Regression Models with ARIMA Errors using Robust Estimates
✍ A. M. Bianco; M. García Ben; E. J. Martínez; V. J. Yohai 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 130 KB

## Abstract A diagnostic procedure for detecting additive and innovation outliers as well as level shifts in a regression model with ARIMA errors is introduced. The procedure is based on a robust estimate of the model parameters and on innovation residuals computed by means of robust filtering. A M