Multivariate outliers and decompositions of Mahalanobis distance

Communications in Statistics - Theory and Methods

Volumn 29, Issue 7, 2000, Pages 1511-1526

  Kim, Myung Geun ^a  

^a Seowon University   (South Korea)

Author keywords

Correlation; Influence curve; Plots; Sources of outlyingness

Indexed keywords

EID: 26944471219     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (7)

1. Bacon-Shone, J., Fung, W. K.(1987), A new graphical method for detecting single and multiple outliers in univariate and multivariate data, Appl. Statist. 36, 153-162.
2. Gnanadesikan, R. (1997), Methods for Statistical Data Analysis of Multivariate Observations, 2nd ed., Wiley, New York.
3. Hampel, F. R.(1974), The influence curve and its role in robust estimation, J. Amer. Statist. Assoc. 60, 383-393.
4. Johnson, R. A., Wichern, D. W.(1992), Applied Multivariate Statistical Analysis, 3rd ed., Prentice-Hall, NJ.
5. Kim, M. G.(1994), Influence curve for the Cholesky root of a covariance matrix, Commun. Statist.: Theory & Meth. 23, 1399-1412.
6. Kshirsagar, A. M.(1972), Multivariate Analysis, Marcel Dekker, New York.
7. Wilks, S. S.(1963), Multivariate statistical outliers, Sankhyā 25, 407-426.