3 papers
stat.ME2019
Robust regression based on shrinkage estimators
Elisa Cabana, Rosa E. Lillo, Henry Laniado
A robust estimator is proposed for the parameters that characterize the linear regression problem. It is based on the notion of shrinkages, often used in Finance and previously stu…
stat.ME2019
Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
Elisa Cabana, Rosa E. Lillo, Henry Laniado
A collection of robust Mahalanobis distances for multivariate outlier detection is proposed, based on the notion of shrinkage. Robust intensity and scaling factors are optimally es…
stat.AP2018
S-maup: Statistic test to measure the sensitivity to the Modifiable Areal Unit Problem
Juan C. Duque, Henry Laniado, Adriano Polo
This work presents a nonparametric statistical test, -maup, to measure the sensitivity of a spatially intensive variable to the effects of the Modifiable Areal Unit Problem (MAU…