A Multivariate Outlier Detection Method
نویسنده
چکیده
A method for the detection of multivariate outliers is proposed which accounts for the data structure and sample size. The cut-off value for identifying outliers is defined by a measure of deviation of the empirical distribution function of the robust Mahalanobis distance from the theoretical distribution function. The method is easy to implement and fast to compute.
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تاریخ انتشار 2004