On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data

DOI10.1016/J.JMVA.2018.02.003MaRDI QIDQ1749978zbMATH OpenOpenAlexFDO

Authors Shanshan Wang, Robert J. Serfling

Publication date 17 May 2018

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2018.02.003

zbMATH Keywords

breakdown pointsmasking robustnessmultivariate analysisnonparametric methodsoutlier detectionswamping robustness

Mathematics Subject Classification ID

Nonparametric robustness (62G35) Estimation in multivariate analysis (62H12) Multivariate analysis (62H99)

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Cites work

• A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• Computationally easy outlier detection via projection pursuit with finitely many directions
• Computing projection depth and its associated estimators
• Equivariance and invariance properties of multivariate quantile and related functions, and the role of standardisation
• Exponential probability inequality and convergence results for the median absolute deviation and its modifications
• Finite sample breakdown points of projection based multivariate location and scatter statistics
• General foundations for studying masking and swamping robustness of outlier identifiers
• General notions of statistical depth function.
• scientific article; zbMATH DE number 3986407 (Why is no real title available?)
• scientific article; zbMATH DE number 5200063 (Why is no real title available?)
• scientific article; zbMATH DE number 3023295 (Why is no real title available?)
• Multivariate nonparametric methods with R. An approach based on spatial signs and ranks.
• Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
• On masking and swamping robustness of leading nonparametric outlier identifiers for univariate data
• Projection-based depth functions and associated medians
• The Identification of Multiple Outliers
• The Masking Breakdown Point of Multivariate Outlier Identification Rules
• The multivariate L ₁ -median and associated data depth

Cited in

(5)

• Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
• General foundations for studying masking and swamping robustness of outlier identifiers
• On general notions of depth for regression
• The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.
• On the robustness of spatial quantiles

Describes a project that uses

Uses Software

• CompPD
• MNM

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