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Pena & Yohai (1999)

Open jbytecode opened this issue 5 years ago • 0 comments

The paper

Daniel Peña & Victor Yohai (1999) A Fast Procedure for Outlier Diagnostics in Large Regression Problems, Journal of the American Statistical Association, 94:446, 434-445, DOI: 10.1080/01621459.1999.10474138

is in scope of the package and it would be nice to have this. The algorithm consists on two stages, which are relatively easy to implement. We have a py95() implementation for an other paper of the same authors.

jbytecode avatar Oct 14 '20 16:10 jbytecode