96 citations · 374 across the 25 of their papers we have counts for
4 papers · 1 filter
Detecting and Classifying Outliers in Big Functional Data
Oluwasegun Taiwo Ojo, Antonio Fernández Anta, Rosa E. Lillo +1
We propose two new outlier detection methods, for identifying and classifying different types of outliers in (big) functional data sets. The proposed methods are based on an existi…
Adaptive sparse group LASSO in quantile regression
Álvaro Méndez Civieta, M. Carmen Aguilera-Morillo, Rosa E. Lillo
This paper studies the introduction of sparse group LASSO (SGL) to the quantile regression framework. Additionally, a more flexible version, an adaptive SGL is proposed based on th…
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…
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…