Bounds for the largest Mahalanobis distance

DOI10.1016/J.LAA.2006.04.007MaRDI QIDQ854860zbMATH OpenOpenAlexFDO

Authors Eugene G. Gath, Kevin Hayes

Publication date 7 December 2006

Published in Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.laa.2006.04.007

zbMATH Keywords

boundinequalitymultivariate outlier

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15)

Review text

The authors develop the bounds for the largest Mahalanobis distance using theorems and lemmas. Through it provides a solid mathematical foundation but does not provide any numerical experiments for illustration.

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Cites work

• Bounds for deviations between sample and population statistics
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• scientific article; zbMATH DE number 621792 (Why is no real title available?)
• On a Criterion for the Rejection of Observations and the Distribution of the Ratio of Deviation to Sample Standard Deviation

Cited in

(3)

• Bounds on Mahalanobis norms and their applications
• Bounds for a multivariate extension of range over standard deviation based on the Mahalanobis distance
• Surprising geometrical properties of high-dimension low-sample size data with devastating consequences for data analysis

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