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Finding an unknown number of multivariate outliers

Riani, Marco and Atkinson, Anthony C. and Cerioli, Andrea (2009) Finding an unknown number of multivariate outliers. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 71 (2). pp. 447-466. ISSN 1369-7412

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Identification Number: 10.1111/j.1467-9868.2008.00692.x

Abstract

We use the forward search to provide robust Mahalanobis distances to detect the presence of outliers in a sample of multivariate normal data. Theoretical results on order statistics and on estimation in truncated samples provide the distribution of our test statistic. We also introduce several new robust distances with associated distributional results. Comparisons of our procedure with tests using other robust Mahalanobis distances show the good size and high power of our procedure. We also provide a unification of results on correction factors for estimation from truncated samples.

Item Type: Article
Official URL: http://onlinelibrary.wiley.com/journal/10.1111/(IS...
Additional Information: © 2009 Royal Statistical Society
Subjects: H Social Sciences > HA Statistics
Sets: Departments > Statistics
Date Deposited: 05 Apr 2011 08:58
Last Modified: 02 Dec 2011 10:11
URI: http://eprints.lse.ac.uk/id/eprint/30462

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