Outlier detection by robust principal components analysis

DOI10.1080/03610910008813606zbMATH Open0968.62520OpenAlexW1964900640MaRDI QIDQ4490163FDOQ4490163

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Publication date: 10 July 2000

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910008813606

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zbMATH Keywords

robust estimationprincipal components analysismultivariate outliersoutlier tests

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35)

Cites Work

• Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
• Title not available (Why is that?)
• Sequential Application of Wilks's Multivariate Outlier Test
• Title not available (Why is that?)
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
• Multivariate outlier tests with structured co variance matrices

Cited In (6)

• Title not available (Why is that?)
• Robust principal component analysis in water quality index development
• Robust detection of multiple outliers in grouped multivariate data
• Outlier detection and robust estimation of scale
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Outlying property detection with numerical attributes

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