Identification of Outliers in Multivariate Data
From MaRDI portal
Publication:4366003
DOI10.2307/2291724zbMath0882.62049OpenAlexW4249977700MaRDI QIDQ4366003
David M. Rocke, David L. Woodruff
Publication date: 18 November 1997
Full work available at URL: https://escholarship.org/uc/item/0ts6q5k4
Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)
Related Items
On the Computation and Finite Sample Behavior of the Constrained M-Estimates for Multivariate Location and Scatter, M-regression, false discovery rates and outlier detection with application to genetic association studies, A robust deterministic affine-equivariant algorithm for multivariate location and scatter, Robust estimation of multivariate location and shape, Robust multivariate functional discriminant coordinates, Robust estimation of a correlation coefficient for \(\varepsilon\)-contaminated bivariate normal distributions, High-breakdown robust multivariate methods, Mass estimation, Robust Detection of Multiple Outliers in Grouped Multivariate Data, A comparison of robust alternatives to Hotelling’sT2control chart, Modified minimum covariance determinant estimator and its application to outlier detection of chemical process data, Shape bias of robust covariance estimators: an empirical study, A review of robust clustering methods, Some computational issues in cluster analysis with no a priori metric, An impartial trimming approach for joint dimension and sample reduction, The evaluation of socio-economic development of development agency regions in Turkey using classical and robust principal component analyses, Performance Evaluation Based on the Robust Mahalanobis Distance and Multilevel Modeling Using Two New Strategies, Issues of robustness and high dimensionality in cluster analysis, Computational Connections between Robust Multivariate Analysis and Clustering, Detection of Outliers in Multivariate Data: A Method Based on Clustering and Robust Estimators, Resampling methods for variable selection in robust regression, Resistant estimation of multivariate location using minimum spanning trees, Inferences based on multiple skipped correlations, Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator, L1-norm projection pursuit principal component analysis, Using combinatorial optimization in model-based trimmed clustering with cardinality constraints, Robust statistic for the one-way MANOVA, Multiple outlier detection in multivariate data using self-organizing maps, The moment of inertia and the linear discriminant function, The complexity of computing the MCD-estimator, A comparative analysis of multiple outlier detection procedures in the linear regression model., Tempered distributions and their application in computing conditional moments for normal mixtures, Discordant outlier detection in the growth curve model with Rao's simple covariance structure, Comparing robust generalized variances and comments on efficiency, Robust Reduced Rank Mixture Discriminant Analysis, Finding multivariate outliers with FastPCS, Robust multivariate control charts based on Birnbaum–Saunders distributions, Separating a mixture of two normals with proportional covariances, The flood algorithm -- a multivariate, self-organizing-map-based, robust location and covariance estimator, Robustness properties of \(S\)-estimators of multivariate location and shape in high dimension, Maximum trimmed likelihood estimator for multivariate mixed continuous and categorical data, Testing the random walk hypothesis through robust estimation of correlation, A procedure for the detection of multivariate outliers., Large-sample properties of unsupervised estimation of the linear discriminant using projection pursuit, Improved feasible solution algorithms for high breakdown estimation., Applied regression analysis bibliography update 1994-97, BACON: blocked adaptive computationally efficient outlier nominators., Automatic Editing for Business Surveys: An Assessment of Selected Algorithms, Fréchet distance as a tool for diagnosing multivariate data, Regularity and uniqueness for constrained \(M\)-estimates and redescending \(M\)-estimates, AN ADAPTIVE TRIMMED LIKELIHOOD ALGORITHM FOR IDENTIFICATION OF MULTIVARIATE OUTLIERS, A journey in single steps: robust one-step \(M\)-estimation in linear regression, Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample, Identifying multivariate discordant observations: a computer-intensive approach., Goodness-of-fit analysis for multivariate normality based on generalized quantiles., A robust and efficient adaptive reweighted estimator of multivariate location and scatter.
