Outlier detection by robust principal components analysis

DOI10.1080/03610910008813606MaRDI QIDQ4490163zbMATH OpenOpenAlexFDO

Authors

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

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)

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Cites work

• scientific article; zbMATH DE number 3684698 (Why is no real title available?)
• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• Multivariate outlier tests with structured co variance matrices
• Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
• Sequential Application of Wilks's Multivariate Outlier Test
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W

Cited in

(6)

• Outlier detection and robust estimation of scale
• APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
• Robust principal component analysis in water quality index development
• Robust detection of multiple outliers in grouped multivariate data
• Outlying property detection with numerical attributes
• scientific article; zbMATH DE number 7508936 (Why is no real title available?)

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