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  1. 1
    Dynamic Robust Bootstrap Algorithm for Linear Model Selection Using Least Trimmed Squares

    Dynamic Robust Bootstrap Algorithm for Linear Model Selection Using Least Trimmed Squares by Uraibi, Hassan Sami

    Published 2009
    “…We also proposed to use an alternative robust location and scale estimates which are less affected by outliers instead of using the classical mean and classical standard deviation. …”
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  2. 2
    Parameter estimation and outlier detection in linear functional relationship model / Adilah Abdul Ghapor

    Parameter estimation and outlier detection in linear functional relationship model / Adilah Abdul Ghapor by Adilah, Abdul Ghapor

    Published 2017
    “…The simulation results indicate that the proposed method is suitable to detect a single outlier. As for the multiple outliers, a clustering algorithm is considered and a dendogram to visualise the clustering algorithm is used. …”
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  3. 3
    Modifying maximum likelihood test for solving singularity and outlier problems in high dimensional cases

    Modifying maximum likelihood test for solving singularity and outlier problems in high dimensional cases by Hafeez, Ahmad

    Published 2021
    “…The performance of MLѡвсн and four more modified ML-tests, namely MLtests with banded Cholesky estimator MLвсн with Thresholding MLтн with Weiszfeld Algorithm MLѡ and with Weiszfeld’s Algorithm Estimator and Thresholding MLѡтн had been examined using Type I error and power of test values in a simulation study. …”
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  4. 4
    Outlier detection in circular regression model using minimum spanning tree method

    Outlier detection in circular regression model using minimum spanning tree method by Nur Faraidah, Muhammad Di, Siti Zanariah, Satari, Roslinazairimah, Zakaria

    Published 2019
    “…Therefore, this study aims to develop new algorithms that can detect outliers by using the minimum spanning tree method. …”
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  5. 5
    The multiple outliers detection for circular univariate data using different agglomerative clustering algorithms

    The multiple outliers detection for circular univariate data using different agglomerative clustering algorithms by Nur Syahirah, Zulkipli, Siti Zanariah, Satari, Wan Nur Syahidah, Wan Yusoff

    Published 2024
    “…Meanwhile, SL-Satari/Di, CL-Satari/Di, and AL-Satari/Di algorithms are recommended to be used for large sample sizes since these algorithms perform very well in detecting the outliers and have low masking and swamping effect at any percentage of outliers and concentration parameter. …”
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  6. 6
    Robust diagnostics and variable selection procedure based on modified reweighted fast consistent and high breakdown estimator for high dimensional data

    Robust diagnostics and variable selection procedure based on modified reweighted fast consistent and high breakdown estimator for high dimensional data by Baba, Ishaq Abdullahi

    Published 2022
    “…The reweighted fast, consistent and high breakdown (RFCH) estimator is a multivariate procedure used to estimate the robust location and scatter matrix. …”
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  7. 7
    Estimation of Information Measures for Power-Function Distribution in Presence of Outliers and Their Applications

    Estimation of Information Measures for Power-Function Distribution in Presence of Outliers and Their Applications by Hassan, Amal Soliman, Elsherpieny, Elsayed Ahmed, Mohamed, Rokaya Elmorsy

    Published 2022
    “…The Bayesian estimators were computed empirically using a Monte Carlo simulation based on the Gibbs sampling algorithm. …”
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  8. 8
    Comparison of Robust Estimators’ Performance for Detecting Outliers in Multivariate Data

    Comparison of Robust Estimators’ Performance for Detecting Outliers in Multivariate Data by Sharifah Sakinah, Syed Abd Mutalib, Siti Zanariah, Satari, Wan Nur Syahidah, Wan Yusoff

    Published 2021
    “…FMCD has been widely used and is known as among the best robust estimator. …”
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  9. 9
    Improved robust estimator and clustering procedures for multivariate outliers detection

    Improved robust estimator and clustering procedures for multivariate outliers detection by Sharifah Sakinah, Syed Abd Mutalib

    Published 2023
    “…A data generation procedure is formulated in the simulation study to create synthetic data with three Outlier Scenarios using the R language. Three Outlier Scenarios used in this study are the Mean-shift (Outlier Scenario 1), Variance-inflation (Outlier Scenario 2), and Mean-shift and variance-inflation (Outlier Scenario 3). …”
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  10. 10
    Robust Estimation Methods And Outlier Detection In Mediation Models

    Robust Estimation Methods And Outlier Detection In Mediation Models by Fitrianto, Anwar

    Published 2010
    “…However, due to the fact that outliers have an unduly effect on the OLS estimates, we propose to incorporate robust M and MM estimator which are not easily affected by outliers, in the estimation of the mediation model which is called RobSim1 and RobSim2, respectively. …”
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  11. 11
    A modified reweighted fast consistent and high-breakdown estimator for high-dimensional datasets

    A modified reweighted fast consistent and high-breakdown estimator for high-dimensional datasets by A. Baba, Ishaq, Midi, Habshah, June, Leong W., Ibragimov, Gafurjan

    Published 2024
    “…Outlier detection and classification algorithms play a critical role in statistical analysis. …”
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  12. 12
    Dynamic robust bootstrap method based on LTS estimators

    Dynamic robust bootstrap method based on LTS estimators by Midi, Habshah, Uraibi, Hassan Sami, Al-Talib, Bashar Abdul Aziz Majeed

    Published 2009
    “…There is a possibility that the bootstrap samples may contain more outliers than the original sample. In this paper, we propose a robust bootstrap algorithm based on Least Trimmed of Squares (LTS) estimator which will be unaffected in the presence of outliers. …”
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  13. 13
    Outlier Detections and Robust Estimation Methods for Nonlinear Regression Model Having Autocorrelated and Heteroscedastic Errors

    Outlier Detections and Robust Estimation Methods for Nonlinear Regression Model Having Autocorrelated and Heteroscedastic Errors by Riazoshams, Hossein

    Published 2010
    “…Unfortunately, many researchers are not aware of the consequences of using such estimators when outliers are present in the data. …”
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  14. 14
    Detection of multiple outliners in linear regression using nonparametric methods

    Detection of multiple outliners in linear regression using nonparametric methods by Adnan, Robiah

    Published 2004
    “…New Algorithms for Computing the Least Trimmed Squares Regression Estimator. …”
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  15. 15
    New Algorithm of Location Model based on Robust Estimators and Smoothing Approach

    New Algorithm of Location Model based on Robust Estimators and Smoothing Approach by Hamid, Hashibah

    Published 2017
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  16. 16
    Robust estimation methods for fixed effect panel data model having block-concentrated outliers

    Robust estimation methods for fixed effect panel data model having block-concentrated outliers by Abu Bakar @ Harun, Nor Mazlina

    Published 2019
    “…Standard errors of the beta estimates are also corrected by the newly proposed heteroskedasticity- and outlier- robust standard error or HORSE estimator. …”
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  17. 17
    Parameter estimation and outlier detection for some types of circular model / Siti Zanariah binti Satari

    Parameter estimation and outlier detection for some types of circular model / Siti Zanariah binti Satari by Satari, Siti Zanariah

    Published 2015
    “…This study focuses on the parameter estimation and outlier detection for some types of the circular model. …”
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  18. 18
    Modification Of Regression Models To Solve Heterogeneity Problem Using Seaweed Drying Data

    Modification Of Regression Models To Solve Heterogeneity Problem Using Seaweed Drying Data by Joshua, Ibidoja Olayemi

    Published 2023
    “…To reduce the outliers, robust regressions such as M Huber, M Hampel, M Bi Square, MM, and S estimators are used. …”
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  19. 19
    The enhanced BPNN-NAR and BPNN-NARMA models for Malaysian aggregate cost indices with outlying data

    The enhanced BPNN-NAR and BPNN-NARMA models for Malaysian aggregate cost indices with outlying data by Ahmad Kamaruddin, Saadi, Md Ghani, Nor Azura, Mohamed Ramli, Norazan

    Published 2015
    “…In theory, the most common training algorithm for Backpropagation algorithms leans on reducing ordinary least squares estimator (OLS) or more specifically, the mean squared error (MSE). …”
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  20. 20
    Statistical data preprocessing methods in distance functions to enhance k-means clustering algorithm

    Statistical data preprocessing methods in distance functions to enhance k-means clustering algorithm by Dalatu, Paul Inuwa

    Published 2018
    “…Hence, We proposed interquartile range which is more resistance against outliers in data pre-processing. It shows that the IQR-HEOM method is more efficient to rectify the problem caused by using range in HEOM. …”
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