Outlier detection by robust principal components analysis

DOI10.1080/03610910008813606zbMath0968.62520OpenAlexW1964900640MaRDI QIDQ4490163

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Publication date: 10 July 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910008813606

zbMATH Keywords

robust estimationprincipal components analysismultivariate outliersoutlier tests

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (3)

APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 ⋮ Robust Detection of Multiple Outliers in Grouped Multivariate Data ⋮ Outlying property detection with numerical attributes

Cites Work

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• Multivariate outlier tests with structured co variance matrices
• Some Techniques for Assessing Multivarate Normality Based on the Shapiro- Wilk W
• Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
• Sequential Application of Wilks's Multivariate Outlier Test

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