Identification of Multivariate Outliers: A Performance Study
Three methods for the identification of multivariate outliers (Rousseeuw and Van Zomeren, 1990; Becker and Gather, 1999; Filzmoser et al., 2005) are compared. They are based on the Mahalanobis distance that will be made resistant against outliers and model deviations by robust estimation of location...
Main Author: | Peter Filzmoser |
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Format: | Article |
Language: | English |
Published: |
Austrian Statistical Society
2016-04-01
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Series: | Austrian Journal of Statistics |
Online Access: | http://www.ajs.or.at/index.php/ajs/article/view/406 |
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