Propagation of outliers in multivariate data
نویسندگان
چکیده
منابع مشابه
Propagation of Outliers in Multivariate Data
We investigate the performance of robust estimates of multivariate location under nonstandard data contamination models such as componentwise outliers (i.e., contamination in each variable is independent from the other variables). This model brings up a possible new source of statistical error that we call “propagation of outliers.” This source of error is unusual in the sense that it is genera...
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data Peter Filzmoser, Karel Hron, Clemens Reimann Department of Statistics and Probability Theory, Vienna University of Technology, Wiedner Hauptstraße 8-10, A-1040 Vienna, Austria. Tel +43 1 58801 10733, FAX +43 1 58801 10799 Department of Mathematical Analysis and Applications of Mathematics, Palacký University, Faculty of Science, 17. listopadu 12, CZ-77146 Olomouc, Czech Republic Geological...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2009
ISSN: 0090-5364
DOI: 10.1214/07-aos588