Diagnosing multivariate outliers detected by robust estimators

Journal of Computational and Graphical Statistics

Volumn 18, Issue 1, 2009, Pages 73-91

  Willems, Gert ^a,b   Joe, Harry ^c   Zamar, Ruben ^b  

^a GHENT UNIVERSITY   (Belgium)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^c NONE

Author keywords

Outlier diagnostics; Robust distances; Visualization of multivariate data

Indexed keywords

EID: 64849112891     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/jcgs.2009.0005     Document Type: Article

References (21)

1. Atkinson, A. C., Riani, M., and Cerioli, A. (2004), Exploring Multivariate Data With the Forward Search, New York: Springer.
2. Cook, D., Buja, A., Cabrera, J., and Hurley, C. (1995), "Grand Tour and Projection Pursuit," Journal of Computational and Graphical Statistics, 4, 155-172.
3. Flury, B., and Riedwyl, H. (1988), Multivariate Statistics: A Practical Approach, Cambridge, U.K.: Cambridge University Press.
4. Fraley, C., and Raftery, A. E. (1998), "How Many Clusters? Which Clustering Method? Answers via ModelBased Cluster Analysis," Computer Journal, 41, 578-588.
5. Gallegos, M. T., and Ritter, G. (2005), "A Robust Method for Cluster Analysis," The Annals of Statistics, 33, 347-380.
6. Hardin, J., and Rocke, D. M. (2005), "The Distribution of Robust Distances," Journal of Computational and Graphical Statistics, 14, 928-946.
7. Hennig, C. (2004), "Asymmetric Linear Dimension Reduction for Classification," Journal of Computational and Graphical Statistics, 13, 930-945.
8. - (2005a), fpc: Fixed Point Clusters, Clusterwse Regression and Discriminant Plots. R Package Version 1.1-3, available at http://www.homepages.ucl.ac.uk/~ucakche.
9. - (2005b), "Fuzzy and Crisp Mahalanobis Fixed Point Clusters," in Data Analysis and Decision Support, eds. D. Baier, R. Decker, and L. Schmidt-Thieme, Heidelberg: Springer, pp. 47-56.
10. Hettich, S., and Bay, S. D. (1999), "The UCIKDD Archive," University of California, Department of Information and Computer Science, Irvine, CA. Available at http://kdd.ics.uci.edu.
11. Maronna, R. A., and Zamar, R. H. (2002), "Robust Estimates of Location and Dispersion for High-Dimensional Datasets," Technometrics, 44, 307-317.
12. Olive, D. J. (2002), "Applications of Robust Distances for Regression," Technometrics, 44, 64-71.
13. Pison, G., and Van Aelst, S. (2004), "Diagnostic Plots for Robust Multivariate Methods," Journal of Computational and Graphical Statistics, 13, 310-329.
14. Qiu, W., and Joe, H. (2006), "Separation Index and Partial Membership for Clustering," Computational Statistics and Data Analysis, 50, 585-603.
15. Rocke, D., and Woodruff, D. (1996), "Identification of Outliers in Multivariate Data," Journal of the American Statistical Association, 91, 1047-1061.
16. Rousseeuw, P. J., and Van Driessen, K. (1999), "A Fast Algorithm for the Minimum Covariance Determinant Estimator," Technometrics, 41, 212-223.
17. Rousseeuw, P. J., and Van Zomeren, B. C. (1990), "Unmasking Multivariate Outliers and Leverage Points," Journal of the American Statistical Association, 85, 633-639.
18. Swayne, D. F., Cook, D., and Buja, A. (1998), "XGobi: Interactive Dynamic Data Visualization in the X Window System," Journal of Computational'and Graphical Statistics, 7, 113-130.
19. Swayne, D. F., Temple-Lang, D.,Buja, A., and Cook, D. (2003), "GGobi: Evolving From XGobi Into an Extensible Framework for Interactive Data Visualization," Computational Statistics and Data Analysis, 43, 23-444.
20. Todorov, V. (2006), rrcov: Scalable Robust Estimators With High Breakdown Point. R Package Version 0.3-05.
21. Wickham, H. (2007), ggplot2: An Implementation of the Grammar of Graphics in R. R Package Version 0.5.2.