Multivariate Outlier Detection With High-Breakdown Estimators
From MaRDI portal
Publication:5254942
DOI10.1198/jasa.2009.tm09147zbMath1397.62167MaRDI QIDQ5254942
Publication date: 11 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2009.tm09147
multiple outliers; minimum covariance determinant estimator; robust distance; size and power; reweightening
62F12: Asymptotic properties of parametric estimators
62H12: Estimation in multivariate analysis
62G32: Statistics of extreme values; tail inference
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