相关论文: Statistically Significant Linear Regression Coeffi…

In causal inference, interference occurs when the treatment of one unit may affect the outcomes of other units. The goal of this work is to serve as a guide to the use of linear outcome modeling for estimating causal effects in settings…

This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and then the sparse estimation problem for both coefficients and…

We define outliers as a set of observations which contradicts the proposed mathematical (statistical) model and we discuss the frequently observed types of the outliers. Further we explore what changes in the model have to be made in order…

Partially linear additive models generalize linear ones since they model the relation between a response variable and covariates by assuming that some covariates have a linear relation with the response but each of the others enter through…

Regression is the workhorse of statistics, and is often faced with real data that contain outliers. When these are casewise outliers, that is, cases that are entirely wrong or belong to a different population, the issue can be remedied by…

Linear regression is a frequently used tool in statistics, however, its validity and interpretability relies on strong model assumptions. While robust estimates of the coefficients' covariance extend the validity of hypothesis tests and…

This paper studies inference in the high-dimensional linear regression model with outliers. Sparsity constraints are imposed on the vector of coefficients of the covariates. The number of outliers can grow with the sample size while their…

We investigate a problem estimating coefficients of linear regression under sparsity assumption when covariates and noises are sampled from heavy tailed distributions. Additionally, we consider the situation where not only covariates and…

There are a number of mathematical formalisms of the term "outlier" in statistics, though there is no consensus on what the right notion ought to be. Accordingly, we try to give a consistent and robust definition for a specific type of…

In this paper the integer-valued autoregressive model of order one, contaminated with additive or innovational outliers is studied in some detail. Moreover, parameter estimation is also addressed. Supposing that the time points of the…

Whole robustness is a nice property to have for statistical models. It implies that the impact of outliers gradually vanishes as they approach plus or minus infinity. So far, the Bayesian literature provides results that ensure whole…

Real data often contain anomalous cases, also known as outliers. These may spoil the resulting analysis but they may also contain valuable information. In either case, the ability to detect such anomalies is essential. A useful tool for…

Segmented regression is a standard statistical procedure used to estimate the effect of a policy intervention on time series outcomes. This statistical method assumes the normality of the outcome variable, a large sample size, no…

For the outlier problem in linear regression models, the Student-$t$ linear regression model is one of the common methods for robust modeling and is widely adopted in the literature. However, most of them applies it without careful…

In data analysis, contamination caused by outliers is inevitable, and robust statistical methods are strongly demanded. In this paper, our concern is to develop a new approach for robust data analysis based on scoring rules. The scoring…

Nonparametric regression models offer a way to understand and quantify relationships between variables without having to identify an appropriate family of possible regression functions. Although many estimation methods for these models have…

We present in this paper a new tool for outliers detection in the context of multiple regression models. This graphical tool is based on recursive estimation of the parameters. Simulations were carried out to illustrate the performance of…

Modern deep learning has revealed a surprising statistical phenomenon known as benign overfitting, with high-dimensional linear regression being a prominent example. This paper contributes to ongoing research on the ordinary least squares…

This paper studies the construction of p-values for nonparametric outlier detection, taking a multiple-testing perspective. The goal is to test whether new independent samples belong to the same distribution as a reference data set or are…

An outlier is a datapoint that is set apart from a sample population. The outlier theorem in algorithmic information theory states that given a computable sampling method, outliers must appear. We present a simple proof to the outlier…