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...

Full description

Bibliographic Details
Main Author: Peter Filzmoser
Format: Article
Language:English
Published: Austrian Statistical Society 2016-04-01
Series:Austrian Journal of Statistics
Online Access:http://www.ajs.or.at/index.php/ajs/article/view/406

Similar Items