Outlier detection for multivariate skew-normal data: a comparative study
DOI10.1080/00949655.2011.636364zbMATH Open1431.62218OpenAlexW1981104564MaRDI QIDQ2862374FDOQ2862374
Authors: Subhadip Chakraborti 
Publication date: 15 November 2013
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2011.636364
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Cites Work
- The elements of statistical learning. Data mining, inference, and prediction
- Title not available (Why is that?)
- Outlier identification in high dimensions
- An adjusted boxplot for skewed distributions
- \(M\)-estimation, convexity and quantiles
- General notions of statistical depth function.
- The multivariate skew-normal distribution
- Error rates for multivariate outlier detection
- Multivariate outlier detection with high-breakdown estimators
- Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
- Boxplot-based outlier detection for the location-scale family
Cited In (10)
- Title not available (Why is that?)
- Power of depth-based nonparametric tests for multivariate locations
- Outlier-free merging of homogeneous groups of pre-classified observations under contamination
- Evaluation of outlier detection method performance in symmetric multivariate distributions
- Boxplot-based outlier detection for the location-scale family
- The mean-shift outlier model under skew normal distribution
- Truncated normal distribution-based EWMA control chart for monitoring the process mean in the presence of outliers
- Outlier identification for skewed and/or heavy-tailed unimodal multivariate distributions
- Robust estimation of skew-normal parameters with application to outlier labelling
- On the robustness to symmetry of some nonparametric multivariate one-sample sign-type tests
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