A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering

DOI10.1007/s00362-022-01319-7zbMath1512.62037MaRDI QIDQ6099134

Andrew Grose, Brenton R. Clarke

Publication date: 19 June 2023

Published in: Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

efficiencyMonte Carlo simulationmultivariate normal distributionforward searchMahalanobis distanceminimum covariance determinant estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Consistency factor for the MCD estimator at the Student-\(t\) distribution

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