The Masking Breakdown Point of Multivariate Outlier Identification Rules
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Cited in
(43)- Outlier identification in high dimensions
- Nonparametric depth-based multivariate outlier identifiers, and masking robustness properties
- Convergence rates in multivariate robust outlier identification
- General foundations for studying masking and swamping robustness of outlier identifiers
- On masking and swamping robustness of leading nonparametric outlier identifiers for multivariate data
- Validating visual clusters in large datasets: fixed point clusters of spectral features.
- Identification of outliers in a one-way random effects model
- Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators
- High-dimensional outlier detection using random projections
- Mixture of multivariate \(t\) nonlinear mixed models for multiple longitudinal data with heterogeneity and missing values
- On masking and swamping robustness of leading nonparametric outlier identifiers for univariate data
- People mover's distance: class level geometry using fast pairwise data adaptive transportation costs
- Trimming algorithms for clustering contaminated grouped data and their robustness
- Detecting influential observations in principal components and common principal components
- The forward search: theory and data analysis
- Breakdown and groups. (With discussions and rejoinder)
- Outliers detection in multivariate spatial linear models
- Parsimonious mixtures of multivariate contaminated normal distributions
- Robust estimation for the Cox regression model based on trimming
- Finding an unknown number of multivariate outliers
- A note On outlier sensitivity of Sliced Inverse Regression
- The size of the largest nonidentifiable outlier as a performance criterion for multivariate outlier identification: the case of high-dimensional data
- Graphical and phase space models for univariate time series
- Detection of outliers in multivariate data: a method based on clustering and robust estimators
- Mahalanobis distance and its application for detecting multivariate outliers
- AN ADAPTIVE TRIMMED LIKELIHOOD ALGORITHM FOR IDENTIFICATION OF MULTIVARIATE OUTLIERS
- Robust estimation of location and scatter by pruning the minimum spanning tree
- Error rates for multivariate outlier detection
- Procedure to identify outliers through cumulative distribution of extremes in a Gamma response model
- Robust multivariate control charts based on Birnbaum–Saunders distributions
- Robust regression analysis: a useful two stage procedure
- Evaluation of outlier detection method performance in symmetric multivariate distributions
- Bayesian analysis of multivariate \(t\) linear mixed models with missing responses at random
- The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.
- Quantitative robustness of instance ranking problems
- Exploring the number of groups in robust model-based clustering
- A novel framework for quantifying nominal outlyingness
- Unveiling outliers with robust covariance matrix estimation: a shrinkage approach
- The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator
- RDELA -- a Delaunay-triangulation-based, location and covariance estimator with high breakdown point
- High-breakdown robust multivariate methods
- Using combinatorial optimization in model-based trimmed clustering with cardinality constraints
- Breakdown concepts for contingency tables
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