Outlier identification in high dimensions

DOI10.1016/j.csda.2007.05.018zbMath1452.62370OpenAlexW2169487163WikidataQ126262057 ScholiaQ126262057MaRDI QIDQ1023500

Peter Filzmoser, Mark Werner, Ricardo Antonio Maronna

Publication date: 12 June 2009

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

Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.018

zbMATH Keywords

outlier identificationrobust estimatorshigh dimensionrobust principal components

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

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Uses Software

• R
• robustbase
• ROBPCA
• mvBACON

Cites Work

• PLS path modeling
• Projection pursuit
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Robust principal component analysis for functional data. (With comments)
• BACON: blocked adaptive computationally efficient outlier nominators.
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• Projection estimates of multivariate location
• Generalizing univariate signed rank statistics for testing and estimating a multivariate location parameter
• Computable Robust Estimation of Multivariate Location and Shape in High Dimension Using Compound Estimators
• Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
• The Masking Breakdown Point of Multivariate Outlier Identification Rules
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• Geometric Representation of High Dimension, Low Sample Size Data
• Robust Statistics
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