Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators

DOI10.1007/s00362-019-01148-1zbMath1477.62133arXiv1904.02596OpenAlexW3098891640WikidataQ126805938 ScholiaQ126805938MaRDI QIDQ2065296

Elisa Cabana, Henry Laniado, Rosa Elvira Lillo

Publication date: 7 January 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.02596

zbMATH Keywords

comedian matrixmultivariate \(L_1\)-medianmultivariate distancerobust location and covariance matrix estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items

A further study comparing forward search multivariate outlier methods including ATLA with an application to clustering, Enhancing multivariate control charts for individual observations using ROC estimates, Geographically weighted Comedian method for spatial outlier detection, Robust modified classical spherical tests in the presence of outliers

Uses Software

• AS 78
• MNM
• LIBRA

Cites Work

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