Identification of Outliers in Multivariate Data
نویسندگان
چکیده
منابع مشابه
Identification of local multivariate outliers
Abstract The Mahalanobis distance between pairs of multivariate observations is used as a measure of similarity between the observations. The theoretical distribution is derived, and the result is used for judging on the degree of isolation of an observation. In case of spatially dependent data where spatial coordinates are available, different exploratory tools are introduced for studying the ...
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Three methods for the identification of multivariate outliers (Rousseeuw and Van Zomeren, 1990; Becker and Gather, 1999; Filzmoser et al., 2005) are compared. They are based on the Mahalanobis distance that will be made resistant against outliers and model deviations by robust estimation of location and covariance. The comparison is made by means of a simulation study. Not only the case of mult...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1996
ISSN: 0162-1459
DOI: 10.2307/2291724