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The Identification of Multiple Outliers

 

作者: Laurie Davies,   Ursula Gather,  

 

期刊: Journal of the American Statistical Association  (Taylor Available online 1993)
卷期: Volume 88, issue 423  

页码: 782-792

 

ISSN:0162-1459

 

年代: 1993

 

DOI:10.1080/01621459.1993.10476339

 

出版商: Taylor & Francis Group

 

关键词: Breakdown points;Masking;Outlier identifiers;Outlier region;Robust statistics;Swamping

 

数据来源: Taylor

 

摘要:

One approach to identifying outliers is to assume that the outliers have a different distribution from the remaining observations. In this article we define outliers in terms of their position relative to the model for the good observations. The outlier identification problem is then the problem of identifying those observations that lie in a so-called outlier region. Methods based on robust statistics and outward testing are shown to have the highest possible breakdown points in a sense derived from Donoho and Huber. But a more detailed analysis shows that methods based on robust statistics perform better with respect to worst-case behavior. A concrete outlier identifier based on a suggestion of Hampel is given.

 

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