Multivariate outlier detection based on a robust Mahalanobis distance with shrinkage estimators

Author:

Cabana ElisaORCID,Lillo Rosa E.,Laniado Henry

Funder

Ministerio de Economía, Industria y Competitividad, Gobierno de España

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference75 articles.

1. Agostinelli C, Romanazzi M (2011) Local depth. J Stat Plan Inference 141(2):817–830

2. Alqallaf F, Van Aelst S, Yohai VJ, Zamar RH (2009) Propagation of outliers in multivariate data. Ann Stat 37(1):311–331

3. Bay SD (1999) The UCI KDD archive [http://kdd.ics.uci.edu]. University of California, Irvine. Department of Information and Computer Science, vol 404, p 405

4. Becker C, Gather U (1999) The masking breakdown point of multivariate outlier identification rules. J Am Stat Assoc 94(447):947–955

5. Becker C, Fried R, Kuhnt S (2014) Robustness and complex data structures: festschrift in honour of Ursula Gather. Springer, New York

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