A procedure for the detection of multivariate outliers

Computational Statistics and Data Analysis

Volumn 29, Issue 2, 1998, Pages 145-161

  Kosinski, Andrzej S ^a  

^a EMORY UNIVERSITY   (United States)

Author keywords

Data analysis; Elemental subset; Forward procedure; Mahalanobis distance; Masking; Minimum volume ellipsoid; Robust estimation

Indexed keywords

COMPUTER SIMULATION; DATA REDUCTION; DIAGNOSIS; ESTIMATION; SET THEORY;

CONTAMINATION FRACTION; MAHALANOBIS DISTANCE; MULTIVARIATE OUTLIERS;

STATISTICAL METHODS;

DATA PROCESSING; ESTIMATION METHOD; MULTIVARIATE ANALYSIS;

EID: 0032576626     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-9473(98)00073-5     Document Type: Article

References (30)

1. Atkinson, A.C., 1993. Stalactite plots and robust estimation for the detection of multivariate outliers. In: Morgenthaler, S., Ronchetti, E., Stahel, W. (Ed.), Data Analysis and Robustness. Birkhäuser. Basel.
2. Atkinson A.C. Fast very robust methods for the detection of multiple outliers. J. Am. Statist. Assoc. 89:1994;1329-1339.
3. Barnett, V., Lewis, T., 1994. Outliers in Statistical Data, 3rd ed. Wiley, New York.
4. Belsley, D.A., Kuh, E., Welsch, R.E., 1980. Regression Diagnostics: Identifying Influential Data and Sources of Collinearity. Wiley, New York.
5. Campbell N.A. Robust procedures in multivariate analysis I: robust covariance estimation. Appl. Statist. 29:1980;231-237.
6. Campbell N.A. Robust procedures in multivariate analysis II: robust canonical variate analysis. Appl. Statist. 31:1982;1-8.
7. Campbell, N.A., 1989. Bushfire mapping using NOAA AVHRR data. Technical Report, CSIRO.
8. Chatterjee, S., Hadi, A.S., 1988. Sensitivity Analysis in Linear Regression. Wiley, New York.
9. Cook, R.D., Weisberg, S., 1982. Residuals and Influence in Regression. Chapman & Hall, London.
10. Daudin J.J., Duby C., Trecourt P. Stability of principal component analysis studied by the Bootstrap Method. Statistics. 19:1988;241-258.
11. Davies P.L. Asymptotic behavior of S-estimators of multivariate location parameters and dispersion matrices. Ann. Statist. 15:1987;1269-1292.
12. Devlin S.J., Gnanadesikan R., Kettenring J.R. Robust estimation of dispersion matrices and principal components. J. Am. Statist. Assoc. 76:1981;354-362.
13. Hadi A.S. Identifying multiple outliers in multivariate data. J. Royal Statis. Soc. Ser. B. 54:1992;761-771.
14. Hadi A.S. A modification of a method for the detection of outliers in multivariate samples. J. Roy. Statist. Soc. Ser. B. 56:1994;393-396.
15. Hampel, F.R., Ronchetti, E.M., Rousseeuw, P.J., Stahel, W.A., 1986. Robust Statistics: The Approach Based on Influence Functions. Wiley, New York.
16. Hawkins D.M. The feasible solution algorithm for the minimum covariance determinant estimator in multivariate data. Comput. Statist. Data Anal. 17:1993;197-210.
17. Hawkins D.M., Bradu D., Kass G.V. Location of several outliers in multiple-regression data using elemental sets. Technometrics. 26:1984;197-208.
18. Huber, P.J., 1981. Robust Statistics. Wiley, New York.
19. Lopuhaä H.P. On the relation between. S -estimators and M -estimators of multivariate location and covariance Ann. Statist. 17:1989;1662-1683.
20. Maronna R.A. Robust. M -estimators of multivariate location and scatter Ann. Statist. 4:1976;51-67.
21. Maronna, R.A., Yohai, V.J., 1995. The behavior of the Stahel-Donoho robust multivariate estimator. J. Am. Statist. Assoc. 90, 330-341.
22. Rocke D.M., Woodruff D.L. Computation of robust estimates of multivariate location and shape. Statist. Neerlandica. 47:1993;27-42.
23. Rocke D.M., Woodruff D.L. Identification of outliers in multivariate data. J. Am. Statist. Assoc. 91:1996;1047-1061.
24. Rousseeuw P.J. Least median of squares regression. J. Am. Statist. Assoc. 79:1984;871-880.
25. Rousseeuw, P.J., 1985. Multivariate estimation with high breakdown point. In: Grossman, W., Pflug, G., Vincze, I., Werz, W., (Ed.), Mathematical Statistics and Applications, Vol. B. Reidel, Dordrecht.
26. Rousseeuw, P.J., Leroy, A.M., 1987. Robust Regression and Outlier Detection. Wiley, New York.
27. Rousseeuw P.J., Zomeren B.C. Unmasking multivariate outliers and leverage points. J. Am. Statist. Assoc. 85:1990;633-639.
28. Tyler D.E. Robustness and efficiency properties of scatter matrices. Biometrika, 70:1983;411-420.
29. Tyler, D.E., 1991. Some issues in the robust estimation of multivariate location and scatter. In: Stahel, W., Weisberg, S. (Ed.), Directions in Robust Statistics and Diagnostics Part II. Springer, New York.
30. Woodruff D.L., Rocke D.M. Heuristic search algorithm for the minimum volume ellipsoid. J. Comput. Graphical Statist. 2:1993;69-95.