Robust Detection of Multiple Outliers in Grouped Multivariate Data
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Publication:5123362
DOI10.1080/02664760701592877OpenAlexW1988440675MaRDI QIDQ5123362
Publication date: 28 September 2020
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760701592877
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- Outlier detection in the multiple cluster setting using the minimum covariance determinant estimator
- BACON: blocked adaptive computationally efficient outlier nominators.
- Robust Procedures in Multivariate Analysis I: Robust Covariance Estimation
- Finding Groups in Data
- Identification of Outliers in Multivariate Data
- Wilks' outlier test in more than one multivariate sample
- Outlier detection by robust principal components analysis
- Sequential Application of Wilks's Multivariate Outlier Test
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