Cellwise robust M regression
Author
Abstract
Suggested Citation
DOI: 10.1016/j.csda.2020.106944
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Heinrich Fritz & Peter Filzmoser & Christophe Croux, 2012.
"A comparison of algorithms for the multivariate L 1 -median,"
Computational Statistics, Springer, vol. 27(3), pages 393-410, September.
- Fritz, H. & Filzmoser, P. & Croux, C., 2010. "A Comparison of Algorithms for the Multivariate L1-Median," Discussion Paper 2010-106, Tilburg University, Center for Economic Research.
- Matías Salibián-Barrera & Stefan Aelst & Gert Willems, 2008. "Fast and robust bootstrap," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(1), pages 41-71, February.
- Peter Leoni & Pieter Segaert & Sven Serneels & Tim Verdonck, 2018. "Multivariate constrained robust M‐regression for shaping forward curves in electricity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(11), pages 1391-1406, November.
- Koller, Manuel & Stahel, Werner A., 2011. "Sharpening Wald-type inference in robust regression for small samples," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2504-2515, August.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Nikola Štefelová & Andreas Alfons & Javier Palarea-Albaladejo & Peter Filzmoser & Karel Hron, 2021. "Robust regression with compositional covariates including cellwise outliers," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 15(4), pages 869-909, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- William Ginn, 2022. "Climate Disasters and the Macroeconomy: Does State-Dependence Matter? Evidence for the US," Economics of Disasters and Climate Change, Springer, vol. 6(1), pages 141-161, March.
- repec:cep:stiecm:/2014/572 is not listed on IDEAS
- Davide Nicola Continanza & Andrea del Monaco & Marco di Lucido & Daniele Figoli & Pasquale Maddaloni & Filippo Quarta & Giuseppe Turturiello, 2023.
"Stacking machine learning models for anomaly detection: comparing AnaCredit to other banking data sets,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Data science in central banking: applications and tools, volume 59,
Bank for International Settlements.
- Pasquale Maddaloni & Davide Nicola Continanza & Andrea del Monaco & Daniele Figoli & Marco di Lucido & Filippo Quarta & Giuseppe Turturiello, 2022. "Stacking machine-learning models for anomaly detection: comparing AnaCredit to other banking datasets," Questioni di Economia e Finanza (Occasional Papers) 689, Bank of Italy, Economic Research and International Relations Area.
- Tahereh Dehdarirad & Kalle Karlsson, 2021. "News media attention in Climate Action: latent topics and open access," Scientometrics, Springer;Akadémiai Kiadó, vol. 126(9), pages 8109-8128, September.
- Li, J. & Nott, D.J. & Fan, Y. & Sisson, S.A., 2017. "Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model," Computational Statistics & Data Analysis, Elsevier, vol. 106(C), pages 77-89.
- La Vecchia, Davide & Camponovo, Lorenzo & Ferrari, Davide, 2015. "Robust heart rate variability analysis by generalized entropy minimization," Computational Statistics & Data Analysis, Elsevier, vol. 82(C), pages 137-151.
- Sean Dougherty & Pietrangelo Biase, 2021. "Who absorbs the shock? An analysis of the fiscal impact of the COVID-19 crisis on different levels of government," International Economics and Economic Policy, Springer, vol. 18(3), pages 517-540, July.
- Charles Ackah & Holger Görg & Aoife Hanley & Cecilia Hornok, 2024.
"Africa’s businesswomen – underfunded or underperforming?,"
Small Business Economics, Springer, vol. 62(3), pages 1051-1074, March.
- Ackah, Charles & Görg, Holger & Hanley, Aoife & Hornok, Cecília, 2023. "Africa's businesswomen - Underfunded or underperforming?," Kiel Working Papers 2242, Kiel Institute for the World Economy (IfW Kiel).
- Valéry Dongmo Jiongo & Pierre Nguimkeu, 2018. "Bootstrapping Mean Squared Errors of Robust Small-Area Estimators: Application to the Method-of-Payments Data," Staff Working Papers 18-28, Bank of Canada.
- Jiao, Xiyu & Pretis, Felix & Schwarz, Moritz, 2024. "Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change," Journal of Econometrics, Elsevier, vol. 239(1).
- La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023.
"A higher-order correct fast moving-average bootstrap for dependent data,"
Journal of Econometrics, Elsevier, vol. 235(1), pages 65-81.
- Davide La Vecchia & Alban Moor & Olivier Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Papers 2001.04867, arXiv.org, revised Jan 2022.
- La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2020. "A higher-order correct fast moving-average bootstrap for dependent data," Working Papers unige:129395, University of Geneva, Geneva School of Economics and Management.
- Davide La Vecchia & Alban Moor & O. Scaillet, 2020. "A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data," Swiss Finance Institute Research Paper Series 20-01, Swiss Finance Institute.
- Lorenzo Camponovo & Taisuke Otsu, 2012.
"Breakdown point theory for implied probability bootstrap,"
Econometrics Journal, Royal Economic Society, vol. 15(1), pages 32-55, February.
- Lorenzo Camponovo & Taisuke Otsu, 2011. "Breakdown Point Theory for Implied Probability Bootstrap," Cowles Foundation Discussion Papers 1793, Cowles Foundation for Research in Economics, Yale University.
- Krantz, Sebastian, 2024. "Patterns of Global and Regional Integration in the East African Community," Kiel Working Papers 2245, Kiel Institute for the World Economy (IfW Kiel), revised 2024.
- Lorenzo Camponovo & Taisuke Otsu, 2015.
"Robustness of Bootstrap in Instrumental Variable Regression,"
Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
- Lorenzo Camponovo & Taisuke Otsu, 2011. "Robustness of Bootstrap in Instrumental Variable Regression," Cowles Foundation Discussion Papers 1796, Cowles Foundation for Research in Economics, Yale University.
- Camponovo, Lorenzo & Otsu, Taisuke, 2014. "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics 58185, London School of Economics and Political Science, LSE Library.
- Lorenzo Camponovo & Taisuke Otsu, 2014. "Robustness of bootstrap in instrumental variable regression," STICERD - Econometrics Paper Series 572, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Camponovo, Lorenzo & Otsu, Taisuke, 2015. "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics 60185, London School of Economics and Political Science, LSE Library.
- Roelant, E. & Van Aelst, S. & Croux, C., 2009. "Multivariate generalized S-estimators," Journal of Multivariate Analysis, Elsevier, vol. 100(5), pages 876-887, May.
- Rafaty, R. & Dolphin, G. & Pretis, F., 2020.
"Carbon pricing and the elasticity of CO2 emissions,"
Cambridge Working Papers in Economics
20116, Faculty of Economics, University of Cambridge.
- Ryan Rafaty & Geoffroy Dolphin & Felix Pretis, 2020. "Carbon pricing and the elasticity of CO2 emissions," Working Papers EPRG2035, Energy Policy Research Group, Cambridge Judge Business School, University of Cambridge.
- Ryan Rafaty & Geoffroy Dolphin & Felix Pretis, 2020. "Carbon Pricing and the Elasticity of CO2 Emissions," Working Papers Series inetwp140, Institute for New Economic Thinking.
- Rafaty, Ryan & Dolphin, Geoffroy & Pretis, Felix, 2021. "Carbon Pricing and the Elasticity of CO2 Emissions," RFF Working Paper Series 21-33, Resources for the Future.
- Alfons, Andreas & Croux, Christophe & Gelper, Sarah, 2016. "Robust groupwise least angle regression," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 421-435.
- C. Chatzinakos & L. Pitsoulis & G. Zioutas, 2016. "Optimization techniques for robust multivariate location and scatter estimation," Journal of Combinatorial Optimization, Springer, vol. 31(4), pages 1443-1460, May.
- Angela Calvo & Christian Preti & Maria Caria & Roberto Deboli, 2019. "Vibration and Noise Transmitted by Agricultural Backpack Powered Machines Critically Examined Using the Current Standards," IJERPH, MDPI, vol. 16(12), pages 1-20, June.
- Amir Abolhassani & Gale Boyd & Majid Jaridi & Bhaskaran Gopalakrishnan & James Harner, 2023. "“Is Energy That Different from Labor?” Similarity in Determinants of Intensity for Auto Assembly Plants," Energies, MDPI, vol. 16(4), pages 1-35, February.
- Peter Leoni & Pieter Segaert & Sven Serneels & Tim Verdonck, 2018. "Multivariate constrained robust M‐regression for shaping forward curves in electricity markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(11), pages 1391-1406, November.
More about this item
Keywords
Cellwise robust statistics; Cellwise robust M regression; Cellwise outliers; Detecting deviating cells; Linear regression;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:147:y:2020:i:c:s0167947320300359. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.