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Journal of Computational and Graphical Statistics Volume 16, 2007 - Issue 1
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Primary Article

Combining Random and Specific Directions for Outlier Detection and Robust Estimation in High-Dimensional Multivariate Data

Daniel Peña Daniel Peña is Professor, and Francisco J. Prieto is Professor, Department of Statistics, Universidad Carlos III de Madrid, 28903 Getafe Madrid, Spain (E-mail addresses: and .
&
Francisco J Prieto Daniel Peña is Professor, and Francisco J. Prieto is Professor, Department of Statistics, Universidad Carlos III de Madrid, 28903 Getafe Madrid, Spain (E-mail addresses: and .
Pages 228-254 | Published online: 01 Jan 2012

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Nadia L. Kudraszow & M. Victoria Fasano. (2024) Robust approaches to redundancy analysis. Communications in Statistics - Theory and Methods 53:2, pages 607-626.
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Sajana O. Kunjunni & Sajesh T. Abraham. (2022) Multidimensional outlier detection and robust estimation using S covariance. Communications in Statistics - Simulation and Computation 51:7, pages 3912-3922.
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Nicola Loperfido. (2020) Kurtosis-based projection pursuit for outlier detection in financial time series. The European Journal of Finance 26:2-3, pages 142-164.
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Claudio Giovanni Borroni & Lucio De Capitani. (2023) The relationship between shape parameters and kurtosis in some relevant models. Journal of the Korean Statistical Society 52:3, pages 581-620.
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Daniel Rojas-Diaz, Alexandra Catano-Lopez, Carlos M. Vélez, Santiago Ortiz & Henry Laniado. (2023) Confidence sub-contour box: an alternative to traditional confidence intervals. Computational Statistics.
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Xiaobo Jiang, Jie Gao & Zhongming Yang. (2023) High-dimensional robust principal component analysis and its applications. Journal of Computational Methods in Sciences and Engineering, pages 1-9.
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Justin Fishbone & Lamine Mili. (2023) New highly efficient high‐breakdown estimator of multivariate scatter and location for elliptical distributions. Canadian Journal of Statistics.
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Nicola Loperfido. (2022) Kurtosis removal for data pre-processing. Advances in Data Analysis and Classification 17:1, pages 239-267.
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Jules Depersin & Guillaume Lecué. (2023) On the robustness to adversarial corruption and to heavy-tailed data of the Stahel–Donoho median of means. Information and Inference: A Journal of the IMA 12:2, pages 814-850.
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Hung Hung, Su-Yun Huang & Shinto Eguchi. (2022) Robust Self-Tuning Semiparametric PCA for Contaminated Elliptical Distribution. IEEE Transactions on Signal Processing 70, pages 5885-5897.
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Elisa Cabana, Rosa E. Lillo & Henry Laniado. (2019) Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators. Statistical Papers 62:4, pages 1583-1609.
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Daniel Peña & Ruey S. Tsay. 2021. Statistical Learning for Big Dependent Data. Statistical Learning for Big Dependent Data 161 209 .
Jorge M. Arevalillo & Hilario Navarro. (2021) Skewness-Kurtosis Model-Based Projection Pursuit with Application to Summarizing Gene Expression Data. Mathematics 9:9, pages 954.
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Krzysztof Domino. (2020) Multivariate cumulants in outlier detection for financial data analysis. Physica A: Statistical Mechanics and its Applications 558, pages 124995.
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Andrés M. Alonso, Pedro Galeano & Daniel Peña. (2020) A robust procedure to build dynamic factor models with cluster structure. Journal of Econometrics 216:1, pages 35-52.
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. 2018. Robust Statistics. Robust Statistics 407 422 .
Aurea Grané & Rosario Romera. (2016) On Visualizing Mixed-Type Data. Sociological Methods & Research 47:2, pages 207-239.
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Cinzia Franceschini. 2018. Mathematical and Statistical Methods for Actuarial Sciences and Finance. Mathematical and Statistical Methods for Actuarial Sciences and Finance 357 361 .
Ricardo A. Maronna & Victor J. Yohai. (2017) Robust and efficient estimation of multivariate scatter and location. Computational Statistics & Data Analysis 109, pages 64-75.
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Ricardo A. Maronna & Víctor J. Yohai. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online 1 12 .
Nicola Loperfido. (2015) Vector-valued skewness for model-based clustering. Statistics & Probability Letters 99, pages 230-237.
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Nicola Loperfido. (2014) A note on the fourth cumulant of a finite mixture distribution. Journal of Multivariate Analysis 123, pages 386-394.
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Yannis G. Yatracos. (2013) Detecting Clusters in the Data from Variance Decompositions of Its Projections. Journal of Classification 30:1, pages 30-55.
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Nicola Loperfido. (2013) Skewness and the linear discriminant function. Statistics & Probability Letters 83:1, pages 93-99.
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Michael R. Hyman & Jeremy J. Sierra. (2012) Adjusting Self-Reported Attitudinal Data for Mischievous Respondents. International Journal of Market Research 54:1, pages 129-145.
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Daniel Peña, Francisco J. Prieto & Júlia Viladomat. (2010) Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure. Journal of Multivariate Analysis 101:9, pages 1995-2007.
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Xueguang Shao, Xihui Bian, Jingjing Liu, Min Zhang & Wensheng Cai. (2010) Multivariate calibration methods in near infrared spectroscopic analysis. Analytical Methods 2:11, pages 1662.
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Javier González, Daniel Peña & Rosario Romera. (2008) A robust partial least squares regression method with applications. Journal of Chemometrics 23:2, pages 78-90.
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