Finding multivariate outliers with FastPCS

DOI10.1016/j.csda.2013.07.021zbMath1471.62196arXiv1301.2053OpenAlexW2038410888MaRDI QIDQ150316

Kaveh Vakili, Eric Schmitt, Eric Schmitt, Kaveh Vakili

Publication date: January 2014

Published in: Computational Statistics & Data Analysis, Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.2053

zbMATH Keywords

multivariate statisticsoutlier detectioncomputational statistics

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

The FastHCS algorithm for robust PCA ⋮ The finite sample breakdown point of PCS ⋮ Dimension Reduction for Outlier Detection Using DOBIN ⋮ Multivariate Outliers and the O3 Plot ⋮ FastPCS

Uses Software

• R
• lattice
• robustbase
• rrcov
• robustX

Cites Work

• Unconventional features of positive-breakdown estimators
• The maximum bias of robust covariances
• Identification of Outliers in Multivariate Data
• Robust Statistics
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• Unnamed Item

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