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Volumn 10, Issue 2, 2010, Pages 259-266

Multivariate outlier detection in Stata

Author keywords

Detection; Med; Minimum covariance determinant; Multivariate outliers; Robustness; St0192

Indexed keywords


EID: 77955031751     PISSN: 1536867X     EISSN: None     Source Type: Journal    
DOI: 10.1177/1536867x1001000206     Document Type: Article
Times cited : (84)

References (10)
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    • Croux, C.1    Dehon, C.2
  • 2
    • 0001088628 scopus 로고    scopus 로고
    • Principal component analysis based on robust estimators of the covariance or correlation matrix: Influence functions and efficiencies
    • Croux, C., and G. Haesbroeck. 2000. Principal component analysis based on robust estimators of the covariance or correlation matrix: Influence functions and efficiencies. Biometrika 87: 603-618.
    • (2000) Biometrika , vol.87 , pp. 603-618
    • Croux, C.1    Haesbroeck, G.2
  • 4
    • 0000329041 scopus 로고
    • A modification of a method for the detection of outliers in multivariate samples
    • -. 1994. A modification of a method for the detection of outliers in multivariate samples. Journal of the Royal Statistical Society, Series B 56: 393-396.
    • (1994) Journal of the Royal Statistical Society, Series B , vol.56 , pp. 393-396
  • 6
    • 0002564033 scopus 로고
    • Multivariate estimation with high breakdown point. In Mathematical
    • ed. W. Grossmann, G. Pflug, I. Vincze, and W. Wertz, Dordrecht: Reidel.
    • Rousseeuw, P. J. 1985. Multivariate estimation with high breakdown point. In Mathematical Statistics and Apphcations, ed. W. Grossmann, G. Pflug, I. Vincze, and W. Wertz, vol. 8, 283-297. Dordrecht: Reidel.
    • (1985) Statistics and Apphcations , vol.8 , pp. 283-297
    • Rousseeuw, P.J.1
  • 7
    • 0032680362 scopus 로고    scopus 로고
    • A fast algorithm for the minimum covariance determinant estimator
    • Rousseeuw, P. J., and K. van Driessen. 1999. A fast algorithm for the minimum covariance determinant estimator. Technometrics 41: 212-223.
    • (1999) Technometrics , vol.41 , pp. 212-223
    • Rousseeuw, P.J.1    Van Driessen, K.2
  • 8
    • 70349588362 scopus 로고    scopus 로고
    • Robust regression in Stata. Stata
    • Verardi, V., and C. Croux. 2009. Robust regression in Stata. Stata Journal 9: 439-453.
    • (2009) Journal , vol.9 , pp. 439-453
    • Verardi, V.1    Croux, C.2
  • 9
    • 77955034921 scopus 로고    scopus 로고
    • Software Update: St0173-1: Robust regression in Stata
    • -. 2010. Software Update: st0173-1: Robust regression in Stata. Stata Journal 10: 313.
    • (2010) Stata Journal , vol.10 , pp. 313
  • 10
    • 0000921555 scopus 로고
    • Certain generalizations in the analysis of variance
    • Wilks, S. S. 1932. Certain generalizations in the analysis of variance. Biometrika 24: 471-494.
    • (1932) Biometrika , vol.24 , pp. 471-494
    • Wilks, S.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.