Penalized Trimmed Squares and a Modification of Support Vectors for Unmasking Outliers in Linear Regress
We consider the problem of identifying multiple outliers in linear regression models. We propose a penalized trimmed squares (PTS) estimator, where penalty costs for discarding outliers are inserted into the loss function. We propose suitable penalties for unmasking the multiple high-leverage outli...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2007-03-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/45 |