Multidimensional outlier detection and robust estimation using Sn covariance

DOI10.1080/03610918.2020.1725820zbMath1497.62129OpenAlexW3007967054MaRDI QIDQ5867434

Sajesh T. Abraham, Sajana O. Kunjunni

Publication date: 14 September 2022

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

Full work available at URL: https://doi.org/10.1080/03610918.2020.1725820

zbMATH Keywords

locationrobust estimationmultivariateoutlier detectionMahalanobis distancescatter

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Robust quadratic discriminant analysis using S_n covariance

Cites Work

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• The minimum regularized covariance determinant estimator
• Robust Estimation of Dispersion Matrices and Principal Components
• Alternatives to the Median Absolute Deviation
• The Behavior of the Stahel-Donoho Robust Multivariate Estimator
• Outlier detection for high dimensional data using the Comedian approach
• S_n covariance

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