Affiliation:
1. University of Birjand, Birjand, Iran
2. Department of Computer Science, Shahrekord University, Shahrekord, Iran
Abstract
In this paper, a new distance for matrix observations called generalized
Mahalanobis distance is introduced, some of its properties are studied, and
its distribution is obtained for the observations of the matrix variate
elliptically contoured distributions. Also, as a significant application,
the introduced distance is used in detecting matrix outliers, and its method
is described. Finally, some examples are provided for illustrative purposes,
and the performance of the presented approach of detecting outliers is
investigated by a simulation study.
Publisher
National Library of Serbia
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