Identification of Outliers in Multivariate Data
作者:
DavidM. Rocke,
DavidL. Woodruff,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1996)
卷期:
Volume 91,
issue 435
页码: 1047-1061
ISSN:0162-1459
年代: 1996
DOI:10.1080/01621459.1996.10476975
出版商: Taylor & Francis Group
关键词: Heuristic search;M estimation;Minimum covariance determinant;S estimation
数据来源: Taylor
摘要:
New insights are given into why the problem of detecting multivariate outliers can be difficult and why the difficulty increases with the dimension of the data. Significant improvements in methods for detecting outliers are described, and extensive simulation experiments demonstrate that a hybrid method extends the practical boundaries of outlier detection capabilities. Based on simulation results and examples from the literature, the question of what levels of contamination can be detected by this algorithm as a function of dimension, computation time, sample size, contamination fraction, and distance of the contamination from the main body of data is investigated. Software to implement the methods is available from the authors and STATLIB.
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