The Masking Breakdown Point of Multivariate Outlier Identification Rules
نویسندگان
چکیده
منابع مشابه
The masking breakdown point of multivariate outlier identification rules
In this paper we consider one step outlier identi cation rules for multivariate data generalizing the concept of so called outlier identi ers as presented in Davies and Gather for the case of univariate samples We investigate how the nite sample breakdown points of estimators used in these identi cation rules in uence the masking behaviour of the rules
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In this paper, we consider one-step outlier identiication rules for multivariate data, generalizing the concept of so-called outlier identiiers, as presented in Davies and Gather (1993) for the case of univariate samples. We investigate, how the nite-sample breakdown points of estimators used in these identiication rules innuence the masking behaviour of the rules.
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The aim of detecting outliers in a multivariate sample can be pursued in di erent ways We investigate here the performance of several simultaneous multivariate outlier identi cation rules based on robust estimators of location and scale It has been shown that the use of estimators with high nite sample breakdown point in such procedures yields a good behaviour with respect to the prevention of ...
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Multivariate Outlier Detection With High-Breakdown Estimators Andrea Cerioli Andrea Cerioli is Professor, Dipartimento di Economia, Sezione di Statistica e Informatica, Università di Parma, Via Kennedy 6, 43100 Parma, Italy . The author expresses his gratitude to three anonymous reviewers for insightful comments that led to many improvements in the article. The author also thanks Marco Riani an...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1999
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.1999.10474199