Outlier detection for high dimensional data using the Comedian approach

DOI10.1080/00949655.2011.552504zbMath1432.62164MaRDI QIDQ4912049

M. R. Srinivasan, T. A. Sajesh

Publication date: 21 March 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2011.552504

zbMATH Keywords

robust statistics; outlier detection; Mahalanobis distance; breakdown value

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F35: Robustness and adaptive procedures (parametric inference)

Related Items

Distance-based outlier detection for high dimension, low sample size data, Proposition of new alternative tests adapted to the traditional T² test, A co-median approach to detect compositional outliers, Multidimensional outlier detection and robust estimation using S_n covariance, Subspace rotations for high-dimensional outlier detection, Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators, Robust modified classical spherical tests in the presence of outliers, Robust distance measure to detect outliers for categorical data

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