On robust Mahalanobis distance issued from minimum vector variance

MaRDI QIDQ2844379zbMATH OpenFDO

Authors Hazlina Ali, Sharipah Soaad Syed Yahaya

Publication date 28 August 2013

Published in Far East Journal of Mathematical Sciences (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/7503.htm

zbMATH Keywords

Mahalanobis distanceminimum covariance determinantsminimum vector variancenumerical examplesoutliers detectionrobust estimation

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

• Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
• A cluster-based outlier detection scheme for multivariate data
• Multivariate outlier detection with high-breakdown estimators
• Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
• Multidimensional outlier detection and robust estimation using S_n covariance

Cited in

(8)

• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Simplicial and minimal-variance distances in multivariate data analysis
• Enhancing minimum vector variance estimators using reweighted scheme
• Three estimators of the Mahalanobis distance in high-dimensional data
• Robust estimation of the mean vector for high-dimensional data set using robust clustering
• Robust Multivariate Outlier Labeling
• The efficiency of reweighted minimum vector variance
• Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator

This page was built for publication: On robust Mahalanobis distance issued from minimum vector variance

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2844379)