The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.

DOI10.1016/S0167-9473(00)00032-3zbMath1080.62519WikidataQ127860132 ScholiaQ127860132MaRDI QIDQ5940877

Ursula Gather, Claudia Becker

Publication date: 20 August 2001

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

High breakdown point proceduresMCDMVEOutliersRobustnessS-estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites Work

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• Constrained \(M\)-estimation for multivariate location and scatter
• The Identification of Multiple Outliers
• Principal component analysis based on robust estimators of the covariance or correlation matrix: influence functions and efficiencies
• The Masking Breakdown Point of Multivariate Outlier Identification Rules
• The Fitting of Power Series, Meaning Polynomials, Illustrated on Band-Spectroscopic Data
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator

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