ICS for Multivariate Outlier Detection with Application to Quality Control

DOI10.48550/arXiv.1612.06118zbMath1469.62016arXiv1612.06118OpenAlexW2785350059WikidataQ109772894 ScholiaQ109772894MaRDI QIDQ151135

Klaus Nordhausen, Aurore Archimbaud, Anne Ruiz-Gazen, Klaus Nordhausen, Anne Ruiz-Gazen, Aurore Archimbaud

Publication date: 19 December 2016

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

Full work available at URL: https://arxiv.org/abs/1612.06118

zbMATH Keywords

principal component analysisMahalanobis distanceaffine invariancescatter estimatorsunsupervised outlier identification

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Applications of statistics in engineering and industry; control charts (62P30)

Related Items

Numerical Considerations and a new implementation for invariant coordinate selection ⋮ Non-Gaussian Component Analysis: Testing the Dimension of the Signal Subspace ⋮ Some theoretical properties of two kurtosis matrices, with application to invariant coordinate selection ⋮ ICSShiny ⋮ On the usage of joint diagonalization in multivariate statistics

Uses Software

• R
• moments
• robustbase
• ICS
• CerioliOutlierDetection
• ROBPCA
• rrcov
• robustX
• REPPlab
• ICSOutlier
• EPP-lab

Cites Work

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• Invariant Co-Ordinate Selection
• The use of a common location measure in the invariant coordinate selection and projection pursuit
• Central limit theorem and influence function for the MCD estimators at general multivariate distributions
• Error rates for multivariate outlier detection
• Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• A monitoring display of multivariate outliers
• How many principal components? Stopping rules for determining the number of non-trivial axes revisited
• Computation of multivariate normal and \(t\) probabilities
• On the number of principal components: a test of dimensionality based on measurements of similarity between matrices
• A test of normality with high uniform power.
• Principal component analysis.
• Influence function and efficiency of the minimum covariance determinant scatter matrix estimator
• Outlier Analysis
• A comparison of various tests of normality
• A cautionary note on robust covariance plug-in methods
• Multivariate Outlier Detection With High-Breakdown Estimators

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