The Masking Breakdown Point of Multivariate
نویسنده
چکیده
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.
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
متن کاملThe largest nonidentifiable outlier: A comparison of multivariate simultaneous outlier identification rules
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 ...
متن کاملGeneral Foundations for Studying Masking and Swamping Robustness of Outlier Identifiers
With greatly advanced computational resources, the scope of statistical data analysis and modeling has widened to accommodate pressing new arenas of application. In all such data settings, an important and challenging task is the identification of outliers. Especially, an outlier identification procedure must be robust against the possibilities of masking (an outlier is undetected as such) and ...
متن کاملNonparametric Depth-Based Multivariate Outlier Identifiers, and Masking Robustness Properties
In extending univariate outlier detection methods to higher dimension, various issues arise: limited visualization methods, inadequacy of marginal methods, lack of a natural order, limited parametric modeling, and, when using Mahalanobis distance, restriction to ellipsoidal contours. To address and overcome such limitations, we introduce nonparametric multivariate outlier identifiers based on m...
متن کاملMultivariate Monotone Location Estimators
A notion of monotonicity of multivariate location estimators is introduced. The relationships between this notion and other existing notions are discussed. Finite sample breakdown point properties of multivariate monotone location estimators are investigated. It turns out that the breakdown points of typical multivariate monotone location estimators are independent of the configuration of under...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 1997