The size of the largest nonidentifiable outlier as a performance criterion for multivariate outlier identification: the case of high-dimensional data

DOI10.1007/978-3-642-57678-2_22zbMath1455.62008OpenAlexW206500211MaRDI QIDQ3297941

Claudia Becker

Publication date: 21 July 2020

Published in: COMPSTAT (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57678-2_22

zbMATH Keywords

robustnessMCDMVES-estimatorsoutlier detection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic behaviour of S-estimates of multivariate location parameters and dispersion matrices
• A note on Tyler's modification of the MAD for the Stahel-Donoho estimator
• Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension
• The Identification of Multiple Outliers
• The Breakdown Points of the Mean Combined with Some Rejection Rules
• The Masking Breakdown Point of Multivariate Outlier Identification Rules
• The largest nonidentifiable outlier: a comparison of multivariate simultaneous outlier identification rules.

This page was built for publication: The size of the largest nonidentifiable outlier as a performance criterion for multivariate outlier identification: the case of high-dimensional data